Make a miniature hay baler using a shoebox and plywood. Place three pieces of twine across the shoebox, and trim the plywood 1/2 inch smaller than the box's opening. Place hay into the box, press down with the plywood to form a bale then knot the twine and snip off the excess. Remove the box to produce a small bale of hay.
When working with the twine, place it across the narrowest opening of the shoebox. Each piece should cover the bottom of the box and have 6 extra inches protruding from either side.
Before filling the box with hay, slightly moisten it using a spray bottle of water. Be careful to only mist the hay. Soaked hay may acquire mildew and possibly rot. After pressing the initial batch down with the plywood, observe where the top of the bale falls. If there is still space between the top of the bale and the top of the shoebox, moisten more hay and add it. Press down with the plywood again, and repeat the process if the shoebox is still not full.
After the twine is tied, remove the bale of hay from the shoebox. Do so by grabbing the twine and pulling upward as to not disturb the hay's placement in the bale.