I am wanting to do the same thing, Blacksheep, and have failed signally to turn up anything suitable for Fell and Dales ponies to carry a load. There are people who pack with Fells, I just keep missing the Packs and Tracks days
David Murray recently packed most of Hadrian's Wall with two Fells, one wearing a military pack saddle and the other a reconstruction of a Roman pack saddle. I caught up with him one morning to see how these performed and did like the military one very much - but it wouldn't be suitable for toting hay bales without some amendments. David has had his for some years and used it on expeditions all over the world. He reckons it's worth thousands.
There's a pic of both pack saddles on his expedition website here:
http://www.shadow-of-the-wall.co.uk/photo_diary_2.htmlSo, like you, I'm still looking...
I also wonder about practicalities - for instance, if I'm delivering one hay bale in one field and the other in another, do I have to split the second bale to give the pony an even load for the second leg? Would some sort of pulled A-frame be more suitable? Or should I just get a trailer/cart?
Please let me know if you do turn up anything!