That could be a tough sell, depending on the amount of disposable $ they have for one. Typically, small customers = small money, but it’s worth a shot.
If you have enough wagons, you could leave them a wagon with a tarp over it, but again, you should be paid extra. You are saving them from having to build hay storage.
If you have a pickup truck and someone wants 1-2 round bales, just charge them accordingly. They know small deliveries dont make economic sense and they should pay for that.
If you refuse them, some other guy may get their business.