Do you just throw a bale out?
Just a flake (slice). They would totally pig out.
Also, with hay it's really important to manage it so it stays dry and doesn't go moldy. That can have bad health affects. Or even spontaneously combust (mold works up heat inside the bale). So you don't want to expose the whole bale to moisture / humidity.
We haven't done it for a while, but I've been thinking about getting one next week for their entertainment now that other greens are slowing down.
Definitely get the bale from a rural livestock feed store, less than $20 for a big one makes it affordable.
Since the chickens can't / shouldn't eat it fast like large livestock, what we do is first make certain it's completely fresh and dry. While the baling twine strings are still on, we ease the end into an XL trash bag, with the seams horizontal so it fits well. Pull that all the way over without tearing the bag. When we get it home I bring it inside, the storage conditions are much better in the climate control.
Then sit the bale on its skinny end up against a wall/corner in its final storage position (be sure before proceeding). With the trash bag drawstrings at the top of the bag, *you should leave it open to let the bale breathe. Cut the strings at the top there, and pull off the first flake. I use a plastic tote to carry the flake out so I'm not spewing hay everywhere. For just a few chickens you can split the flake with a bit of effort (and potential mess).
There are probably a lot of ways to cleanly store a bale inside (big trash can, jumbo plastic tote) but the important thing is to let it breathe. If you live in a dry climate, traditional storage in the barn up on a pallet works, but with our humid climate and the slower pace of consumption we needed the climate controlled conditions.
A bale usually lasts us a month, we don't give a flake every day. If there's still leaf matter lingering, give smaller amounts (unlikely, they love it). Oh, and make sure it's straight alfalfa, not a mix. There's a lot of stems left behind that are good for the garden.