Hay nets are a wonderful thing for reducing waste and slowing down consumption, especially with round bales. With any net it is important to prevent frustration which leads to aggressive eating from the nets, resulting in possible injury to horse (and net). If the horse has never eaten from a hay net before a larger hole net should be used to start with, and there should still be a free-choice hay option at first so they can satiate their hunger with an easy source of hay then move to the hay net when they have a little more patience.
I started my boys with a 1.5" hole net and they had some frustration with that (pawing, nosing, and biting the nets). I found some 1.75" nets to switch to which they did much better with. After several months they are now eating out of the nets correctly, using their lips to maneuver the net like they would when grazing in a field. They are so good at getting hay out of these nets now, hay waste has started increasing again so I've just introduced smaller 1.25" hole nets. They still have their easy-to-them 1.75" nets available so they can choose which nets to eat from but they are really enjoying the smaller hole nets (contrafreeloading in action!).
For adult mini hooves I wouldn't be too concerned with these small holes but it does depend on the net. The 1.5" hole nets I used to use were the stretchy kind where the holes could be pulled wider, and my pawing colt did work his foot into a hole once. The 1.75" hole nets I have do not have any stretch so hooves cannot push through, plus their pawing has ceased so that has helped reduce the risk. In the beginning it might be a good idea to rig up something to give you peace of mind and prevent any accidents until they get used to it.
I have not used round bales/nets before but many people do with great success. The idea is the same - keep frustration to a minimum so they happily eat from the net like they would regularly grazing. I know round bale nets are quite an investment so they can't be switched willy-nilly, so if your horses are not used to eating from nets I would offer the netted round bale along with spots of free choice hay so they can choose how to eat. It may take some time but you will notice they will get the hang of the net and you can start reducing the free choice hay.