I'd say its worth a try.
the easiest way to do is using a dustbin (for horses anyway). Put a couple of clean bricks in the bottom to keep the hay (in a net for horses) off the bottom and out of the water. Boil a kettle, pour it slowly over all the hay, put the lid on and leave for about 10-15 mins.
than take lid off, make sure hay cools (stick your hand right in the middle and be careful because it can still be very hot and scald you) then feed
you have to do it every time you want to feed, it doesn't keep so you can't make a load up in advance.
hope this helps. Its a faff but I know loads of horses who have their hay like this. Also good for those with poor teeth because the hay is softer once its been soaked/steamed.