Unfortunately that rhyme and wiki entry perpetuate a myth. The fact is pigs can eat grass, hay and other forages and do digest it quite well. I've raised several groups of pigs purely on pasture. It is also important to realize that:
1) Good pasture is not just a mono-crop of grass - there are legumes like alfalfa, clovers, trefoil, brassicas, chicory and other things.
2) Not all grasses and hays are equality digestible - some are far more palatable than others and some are more palatable at different stages of growth.
3) Hay is not nearly as good as fresh pasture - it's like canned goods that we put up for winter. I would much rather eat fresh but winter doesn't allow that. Same for the livestock.
4) Not all pigs are created equal - there is a theory that the heavily confinement bred lines have shorter digestive tracts that don't digest forages as well. We have been selecting for pasture-ability for many pig generations. The ones that thrive on pasture in the warm months and hay in our winters are what become our breeders and produce the next generation. This is a strong effect. Select for good pasture genetics and get your starter stock from people already raising pigs on pasture where the pigs actually eat the pasture as opposed to getting fed candy on pasture (corn/soy).
5) We also feed whey which provides lysine, a limiting amino-acid that is low in pasture. I've raised pigs on just pasture and it takes about two months extra to get them to market size and they are leaner. Based on over a decade of observation I theorize that pigs eating hay plus whey have a synergistic effect that perhaps the bacteria or the acid in the whey helps them digest the hay. What comes out the back end looks just like cow manure. The hay is not just gut filler. It's been digested. The pigs thrive.
So, how to get the pigs to eat hay?
1) Our sheep taught our original pigs to eat pasture and hay. They see someone else do it and try it. Our sows now teach their piglets. It has become enculturated.
2) You could try putting something sticky and tasty on the hay like suggested above. That may help jump start them.
3) Feed any supplements later and later in the day and then reduce the amount so they have to eat the pasture/hay.
Be prepared for this to take time. Weeks. It won't happen over night.
Not all hay is created equal.
1) Our pigs are not overly fond of the very wet balage. We get ours to about 20% to 25% moisture (800 to 1,000 lb 4x4 wrapped). It has a sweet alcohol smell.
2) Straw is boring and has little feed value for pigs.
3) Leafy hay with some seed heads is very interesting for pigs.
These posts may help:
http://sugarmtnfarm.com/2009/03/06/feeding-hay/
http://sugarmtnfarm.com/2011/11/17/hays-here-2011-pigs-eat-grass/
http://sugarmtnfarm.com/2012/03/23/hay-consumption/
Cheers,
-Walter