last year, there was no hay here because of the drought. I fed HUGE amounts of alafalfa pellets and beet pulp instead and they did great. Alflafa pellets are simply dehydrated hay in pellet form and the backbone of my feeding program anyway. Shredded beet pulp is a good filler and good roughage, it also has some calcium in it. I would not recommend upping their grain though in place of hay.
I would mix 1 part beet pulp to 2 parts alfalfa pellets (after slowly getting them used to it) and they did fine withought hay. I would also cut brush and throw into their pens (we have lots of yaupon that stays green all winter) or let them out of their pens on a "weed walk" or stroll through the woods.
They would only get what little coastal hay we had on the coldest nights of the year to fill their bellies at night.