You're doing right by them! Daily veggies are very important, and grass hay should also be fed in unlimited ("as-much-as-they-can-eat and then some") quantities. Too many pellets are more likely to cause digestive upset than veggies.
Veggies=diarrhea is a myth. What usually happens is people get baby bunnies not realizing they are infected with coccidia (which is entirely treatable if caught in time). The bunny gets sick, and if vet care is not sought, passes away... and the owner wrongly assumes it is due to the diet.