I've been told that hay by it self wasn't all that great. I personally don't know. I use a deep litter method, and use a little bit of a lot of different things including alfalfa hay, straw, pine chips, long green grass, DE, Collard green leaves, and other vegetable detritus. After about six months it looks like a lot of fine dry dirt with bits and pieces of each medium.
I would use the hay in combination with other mediums such as the pine chips. Actually, I start with pine chips and then add to them. As long as they can scratch it up and do their dust bathing they will be okay.
I had a young chick die from gettin a long strand stuck in its throat. and had another choking on a clover stem (only a few days old at the time I took them outside). So I guess long hard things could possibly be a hazard.