Feeding round bales to horned sheep?

We have 12 horned Icelandic sheep and 2 donkeys. Usually we buy square bales to feed in the winter. I have been looking at the price of hay this year and round bales are half the price of squares per lb. our neighbor rents and bales a hay field of ours. He will have extra to sell this year and can bring us over a bale whenever he comes and gets one for his cows(we don’t have a tractor)

I’m wondering if it would be smarter to pull apart the bales in chunks to feed in our sheep feeders? Or just drop a round bale in the covered part of our barn yard? I can’t seem to find a good round bale feeder that’s safe for horned sheep, but if any of you have come across one that would be great.

Keep in mind that string tied round bales lose a lot more nutrition than net wrapped or square bales.  So the price isn't always as good as it looks.  But there is 90% less labor in a round bale so they are cheaper.  

We just fed on the ground and gathered the remains for the spring mulching and compost pile.  

There are what is often called a hay saver feeder.  It is a raised V shaped cradle above a trough to catch the leaves that fall off.  Downside is you need a front loader to place the bale.