I think that you will find this video VERY helpful
. I use a wire basket for my hay in one cage and in the other I use a bent NIC grid. I do NOT like the NIC grid. The last couple of days I have been really lazy and just put the hay in part of the box. I know that someone on here uses a plastic bag holder from Ikea and it works out well. I have one but do not have a place to put it in my cage.