Small bales work fine, if you have sqare bales anyway. Stack them up 5 high on the 4 sides and you can almost stand in there. Leave a shooting/viewing slot by opening up a corner wide enough to get in and out of the blind and use a bale on end to fill this hole when you are in to keep wind out and scent in. Of coarse cover the top with bales to hold the heat in. It makes a very well insulated blind, and may trap a lot of scent too.