One way to make a semi-messless/waste limiting hay rack is to get a plastic shoebox or larger (but not so deep tub) depending on your cage size and number of animals.. Oh yeah, this will only work of you have a barred or grid cube cage to hang it on.
You will not need the lid that comes with the tub or shoebox so toss it aside.
The idea will be to hang the tub on the outside side of the cage with the opening against the bars. Figure out first if you want to hang it horizontally or vertically. The lower you hang it (against the coroplast or plastic pan) the less mess there will be.
Once you figure out how you want it hung then use sheet metal snips or heavy duty scissors or shears (pruning shears sometimes work) to cut out a section of the side of the tub that will be at the top. You can cut out most of the side (including the lip) or if it's a bigger tub you can just cut out a largish hole.
Punch holes on the 3 (or 4 if you just cut a hole) remaining sides near the lip of the tub (a large nail, block of wood and a hammer should work). If the plastic is brittle then melt the holes through by holding a large nail with pliers, heat it in a candle flame and press the nail against the plastic to melt a hole through the plastic. Use zip ties to secure it to the side of the cage by putting the ties through the holes you made and around the grids or bars.
With this type of hay rack you can fill it easily from the outside of the cage. The rabbit or guinea pig can pull strands of hay through the bars or grid for eating.
I use this type of system for my Guinea Pigs and Rabbit and it works really well. Before you ask...the Pigs and Rabbit do not live together.