We switched to big bales as well, mainly for goats so we were going thru a over a bale a day, £4 a bale, big bale lasts about 2 weeks, £25. I did have to get one off someone else, £35 but a bigger bale. Roll it inside and unwind to to feed.
Could you make a wooden frame and use metal sheeting for a roof? Make gates for the sides?
less hassle than messing with small bales, which I use during summer.
amended to increase some font size, don't know why it was tiny?