After my post above stating I only keep hay in hay racks, I've started giving my pigs lots of hay to forage in over the last couple of days after discussing natural diets/behaviour with a respected guinea welfare lady.
I have to admit that my allergy pigs are no worse off for foraging. I use Dust Free Hay, Oxbow and Alfalfa King and at the moment, and them foraging in the hay isn't bothering them. No sneezing, no rhinitis...nothing, yet.
Something else must be bothering them to cause their symptoms, so I am even more puzzled now but the piggies are happier for foraging.
Thought it worth mentioning.
Another thought - you could try Readigrass as part of the foraging hay, and try some Dust Free Hay and/or Oxbow for the rest?