I've used haylage nets (not hay nets, haylage nets have smaller holes than hay nets) without any issue. I hang them along the top of the hurdles, so they are out of reach of any lambs. I also tie them tight to the hurdle, top and bottom to prevent them swinging around, and keep them filled up.
Beware, I have had older lambs (6months+) use these as launching pads to get themselves out of their pen before, but my ewes are more concerned with their babies than escaping. So I only use them at lambing.
Get a big one and you can straddle it across a hurdle so that it feeds two pens.