Google 'straw bale house'. I saw a show about that on discovery channel, I think. It was something real common they used as flame retardent. I just cant remember and I'm too lazy to do your research.
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Set up some type of water sprikpler or wet them and then use a soaker hose snaked around them to keep them wet is my best answer; but they will start to stink bad when the water is removed so get rid of them fast after the display is done.
In the winds the edges will dry out so let gravity work.
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Theatrical equipment suppliers may have the materials needed, as fire retardent coatings are used throughout the world in this field. Given the high surface area of a hay bale, a lot of it may be needed.
Having tried to extinguish a burning hay bale, don't skimp on it.
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