Unless the pellets are for minerals and vitamins, I wouldn't add it back in the mix.
You can cause your ponies to founder if you change their food too much, and if the mix on the round bale is too rich.
PLEASE... talk to a vet, or to a reputable person who is in your area who has been feeding rounds to horses for a while.
Ponies are designed to eat less, and alot of people call them "air ferns" after the fact they can eat very little and still be chubby little loves!
Giving them access to the round bale 24/7 is just asking for trouble.
Its good to give horses extra hay on cold days, but you need to watch for a cresty neck, and weight issues.
Another good friend of mine puts up a simple single strand of electric around her round bales, and gives them a few flakes of hay in the evening, they are "on" the round
bale all day, but around 4 o clock or so, she puts up the fence, and then when they get fed, they get a bit of hay for the night.
Another thing she did, which is super cost effective, she got a hog/cattle panel and got it bent into a ring, and got it wired/tied to keep it that way, when they put in a new round bale
the bale ring is light enough to simply pick up and put around it.
Please, if you are not familiar with round bales, and haven't fed them, talk to those who have and about regulating your feed, especially for smaller equines.