Try the pellets, they seem to be easiest for minis to eat, some need them soaked, but many do fine with them dry. I feed hay pellets to all of mine dry, and all are fine with it.
Good quality, straight alfalfa hay will have a similar affect on me as it did you, but I have little to no reaction with pellets or cubes (pellets I have the least reaction to). [Depends on the cubes as too whether or not I react, but since soaking and such takes more handling, that probably causes more issues. With pellets, I just scoop them into their feed dish and I'm done, little to no handling required.]