How big is the run? The hay is a good idea, if it's available near you I'd go for alfalfa. plenty of good hay for them to kick around, for bugs to hide in, etc, and plenty of good eating with the alfalfa leaves. If you have theroom some people put down a piece of plywood, move it once a week or so after the bugs have come up under it. Make sure to wet the ground under it first. Maybe some wet newspaper under it would not go amiss. More pieces of plywood as needed and as space allows.
Some people use a swing for their chickens. Hang a 2x4 or something for them to perch on and swing, some chickens love it. If there is Ron I'd expand on the whole cat scratching post thing and give them a whole"playground" jungle gym thing to play on.