Hay pellets burn just as well as wood pellets. The efficiency is calculated by the amount burned minus the ash content. So grass based pellets usually have a 1%*2% higher ash content, but after burning the ash can be used as ecological fertilizer in the farming. Not only are the Hay pellets environmentally friendly they’re wallet friendly too!
Straw Pellets can be used as heating too but compared to Hay pellets they have formation of slag, hence the necessity to regularly clean the heating boiler.
As long as wild natural grasses are grown, Hay will be available, unlike wood which is becoming increasingly expensive.