I had my sheep in for just under a week last week as work commitments meant I had to get them in several days before they were scanned. They enjoyed it I think, sorted out a few feet problems, turned everyone out again. We have had a lot of rain and last night was horrendous but they are all fine, happy and grazing this morning. They are due to lamb middle of feb onwards, they will probably come in for good at the start of Feb.
Not sure about using haay for bedding... it won't be very absorbent which could cause feet problems and old hay can be dusty.