I assume you've got some straw or something on the floor? So there'll be some stemmy stuff getting in their fleeces anyway

What they pick up today will easily brush / shake off when you take the fleeces from the shearer; it's more when they've been pulling hay from a rack for months over winter that you get all the seed heads and so on buried deep in the neck wool, being more difficult to remove.
Personally, especially if there's some straw on the ground (which they can pick at if they are really hungry), I wouldn't worry about giving them anything else. It's better for them to have an empty stomach to be sheared, anyway.
But if you do decide to give them some hay, give only a little, and around midday, so that they aren't stuffed with it when he's bending them up

I bet they don't touch it anyway
