Given that you've only got a few sheep, I'm sure you can make an effective hay rack. If I just have say half a dozen in a field, I attach a metal hurdle to a fence (or gate). Metal is better than wooden because it has rails and easier for them to pull the hay out. Tie the bottom rail of the hurdle tightly to the fence, but let the top rail hang about 2 foot out - so looking at it from the side you have a triangle of which the hurdle and fence form 2 sides and the third side is the top, which is open. Make a sort of net from baler twine at each side, connecting the hurdle to the fence - to stop them pulling hay out the side - and fill with hay.
Alternately buy a sheep hay ring. Much cheaper than a hay rack on wheels, and splits into 2 halves so easily portable. I have on occasions used just one half tied up against the fence, when using small bales.
Feeding hay on the ground to sheep is extremely wasteful. They will not eat anything they have trodden on, unless they are starving, and you do not want pregnant ewes to get that desperate. You may therefore think that because there is plenty of what appears to you to be fresh hay on the ground, that there is sufficient. They will believe otherwise.