I move round bales for my sheep using a log loader and it works well too; it is fast as I can get three on the trailer pretty easy and then roll down the field pretty quickly, but obviously I use the log loader for other purposes.
I have never had any freeze to the ground because the hay acts as insulation and keeps the ground from freezing, but I do lose a few inches to weathering if left uncovered. I just peel this off,lay it upside down and let my sheep graze on what they feel is good or not. I live on top of a hill so tarping anything is a lesson in frustration, but that is my little micro-climate and I know others are a bit better protected. I could save some hay by protecting it with
shelter, but it would be hard to justify the cost of a building for $35 hay bales.
I also learned a long time ago to put hay in racks. It takes a few extra minutes, but saves me a lot in hay waste. I track my waste and right now I am only losing 10% or so, which is really low. Even with racks you get some waste, but despite building all kinds of special racks for round bales, and yes ones designed specially for sheep, they never worked. Lambs would get on top of the bale and soon destroy it. So I designed some racks, was not sure how they would work, but two years later they have held up well, never broke and really are convenient. I say that because they fold in and out of the barn wall. As the sheep eat the hay, they push on the racks and thus shut it for us. Pushed in they cannot rub on them and break them. At the same time they are pushed in when we clean out the barn with the
tractor, keeping them well out of our way.