Ideas for Holding Hay

I have tried many different ways of providing my little guy with hay, but have had issues with everything. If the holder is made of wood or plastic, he destroys it within days. I tried metal, but that annoys him so he just immediately pulls all of the hay out of it. Anything hanging is a no go because that annoys him most of all. So far the only thing semi-working is a plastic holder that hags outside of the cage, but it makes a huge message and he has begun to chew the little clips that hold it in place.

I've tried just having it loose in his cage, but he throws it everywhere making a mess and will even make a pile of it to pee on.

I am grateful for any ideas.