I use a bathroom caddy for a hay rack, it’s just a rectangular wire basket that I attach to the cage with bulldog clips. I hate it
I fill it attached to the cage (I bring hay inside in a little tub and fill from that as needed). But the hay does go everywhere, and because it’s just wire on the sides, Apollo likes to sit outside the litter tray and pull all the hay out there to eat. When I had my previous bun, Bandit, I just used to put the hay in his litter tray at one end. However with two bunnies now, the litter tray gets a little squishy with hay taking up part of one end, so I don’t do that anymore, it worked well for Bandit though.
I’ve seen people use plastic bag holders as hay racks, particularly the ones from Ikea, random google image: https://s-media-cache-ak0.pinimg.com/564x/53/51/38/535138a50b5296d4761e2d6187587cea.jpg
However what I would like, is a wooden box style rack with a couple of holes towards the bottom. I plan to make one myself but can’t afford the materials right now. However you could essentially do the same with any sort of plastic storage tub, attach it to the side of the cage, cut some holes for bunny to eat hay from and then just refill it while it’s attached. You would just need to make sure the edges of the cut plastic weren’t sharp. 