Does the resulting hay that gets all over the Vaseline cause a problem for the chickens??? Also, how often do you have to re apply it? I have some frigid weather on the way and I coated them up today.
I think you probably need to reapply it every day. I noticed a long greasy streak down my rooster's back -- couldn't figure it out until I realized the vaseline was melting off his comb and down his back! My rooster keeps his head out of the straw, so I haven't had much problem with it sticking. If you put it on at night, they should be sleeping and not flapping around.
I put vaseline on my two rooster's combs, and pine shavings, dirt, etc. will sometimes stick, but it doesn't seem to bother them much. I just consider it extra insulation from the cold! I don't have to apply it every day, because I only put it on when the temps are bitterly cold or there is a windy/cold day, and it stays on for at least 3 days before it gets wiped off or worn off by them. I haven't noticed it melt off of them, but even with the heat lamp on, it doesn't get much above freezing in the henhouse on the coldest nights. I could see how it would melt off if the temp rose enough. I have a Japanese roo and a frizzled black cochin roo. I only use the heat lamp on the coldest nights, and so far they seem to have done o.k. I didn't get vaseline on them for the last cold spell (8 degrees in a.m., 14 in the afternoon) and they didn't get frostbite, but I think they spent more time inside that day. They seem to know when to go in, or at least follow the hens in eventually.
I wouldn't worry about the hay unless it is causing them to pick at each other. I don't apply every day either - every 2-3 days when it is really nippy (like now!).