That’s great that you are on your way to getting her on the proper diet. First, I would offer her non-alfalfa hay immediately. Hay doesn’t need to be transitioned into her feeding. Second, you are right that introducing other foods too quickly can upset her stomach. For pellets, switch to a timothy-based pellet. You’ll have to slowly mix in the new pellets with her current ones. I would start with 75% current pellets and 25% new pellets mixed together for 2-3 weeks. Then, 50/50 for 2-3 weeks, then 25/75. Third, I would hold off on introducing any vegetables until she is eating a healthy amount of hay and her pellet transition is complete.

When I rescued BunBun, she was existing solely on a pellet based diet. I immediately added Timothy hay into her daily intake unlimited and had no problems, luckily, she happily ate it. Veggies, and if you give small amounts of fruits or other treats need to be given with much more of a slower careful hand. Try not to introduce more than 1 new thing at a time without at least 2-3 days to observe in between.