A lot of people (myself included) just put the hay in the litter box. It encourages them to use the litter box, and they tend to eat a lot more hay too. Peeing on it isn’t a huge concern either, they can and will eat it just fine.

Honestly I have tried all types of hay racks and feeders, and my buns just pull all the hay out anyway.
Those types look great, but they end up being just as wasteful, as they need to be constantly filled in order for the rabbits to actually get the hay, and mine enjoy digging the hay out to find the bits they like.
Only reason I use one is because my boy pees on the hay and wont eat it.

As far as I can discern having hay everywhere all the time is part of owning rabbits!

If you click on my username on the left <<<<<<<<<< and look at my photo album, you'll see what I have considered one of the "neatest" litterbox/hay configurations. It also does NOT have a hay feeder, because rabbits enjoy foraging and getting "intimate" with their hay to get the most out of it. Racks can add a potential effort to eating something that should be consumed quite frequently!

Hay everywhere is a common concern… I hear you.

I use a metal paper towel roll holder as a hay rack, clipped to the side of their condo over the box, plus extra hay in the box itself.  I just went to Ross and looked at what they had, and it has worked out great. A lot of folks also use those containers meant to store plastic bags. I used to put hay in the box only, but Bertha like to flatten it all down and pee on it  .