Oh yes hay bales is a great idea. I never by hay - but I rake up leaves into huge lawn bags and drag one inside and tip it in the middle of the floor. They can spend hours happily destroying that mountain. It is fun to watch - they have different strategies. Some work in from the outside edge and some launch themselves into the middle of it and sort of dig their way out. A good time is had by all!If you can get a few bales of straw and pile in there they love to jump on that, and fly off of. AND tear it apart and eat any seeds! My kiddos destroyed a straw bale in a couple hours at Christmas! Made a terrible mess but they had fun doing it!
If you can get even hay bales - 3 stacked 2 on the bottom and the third on top like a pyramid they love to jump off that - I also put 2 on the bottom and leave a space between them and place a third as a bridge across the topGreat place to poop on also hahaha!
A step ladder is also funmy 3-step ladder seems to be a great place to jump up onto poop on and then jump off hahahaha.
I see the barrels in your run - do they like to jump on that? it looks way too cleanmine would be covered in doodoo in no time!