So, bad news. At certain levels of temp and humidty, grain mites do really well (somewhere around 75 F+, 85% humidity+). That means for those of us in the Southeast, they are a perennial problem for most of the year. That and mildew/molds.
Once they are in one bag, chances are quite good they are in the surrounding bags.
Grain mites do pose an allergen risk (apparently very dangerous to parakeets, and some reptiles, less typically dangerous to chickens) - but plenty of people feed it anyways. They don't produce any toxins/poisons, but they don't help the feed quality any.
If your bags are small enough, and you have the space, freezing WILL kill the grain mites, but you will have to freeze the bag completely thru (which, depending on size and freezer capacity, could take several days to a week). and then when it defrosts, all the humidity in the air will want to form on it, encouraging molds and mildews... The other option is to put your feed bag in a thick black plastic bag first thing in the AM and expose it to full sun all day - you want it to get VERY hot in there, like tenting a house, and stay there for an extended period.