Rabbits won't eat soiled hay. Putting the hay directly in the box is a fine way to offer hay. You just need to add hay twice per day (no need to change it except for when you need to dump the whole box).
It is a way recommended here on RO when I first joined and I was also hesitant. Once I tried it (7 years ago now), I never looked back. It works great. Is easy. And they love to hop in their box whenever I add more hay.
If your rabbits like to lounge in their litter box, then it is especially a good choice. The added hay (twice per day) ensures that they aren't laying directly in their soiled litter because the urine seeps down to the litter below the hay. It helps keep them clean and from laying in yuck.
The larger boxes are just easier to maintain. Mine (pictured below) will last 2 rabbits about 3-4 days before it needs to be dumped. I have two of those storage boxes (litter boxes) for my own ease. I can put a clean one in when I take an old one out and then take my time dumping, rinsing and air-drying it.
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