Here are some 15mm scale haystacks I bought in error some years ago from an ebay vendor. I kept them and now I have a use for them!
They are simply resin with ridges down them, about 1 to 1.5 inches tall (2.5cm to 4cm). They have been undercoated black then drybrushed in a creamy yellow.
These would be easy to make with modelling clay just get a blunt knife or the butt end of a small paintbrush and draw lots of vertical lines into the clay. Leave to harden and then undercoat black or dark brown and drybrush to taste.
Casting: for anyone into casting with resin this looks like it would make a simple project to create lots of haystacks. The stacks are one simple piece without much skill required to give texture.