I bought a factory stand alone bale blind at a garage sale several years ago, already well loved, and lasted me for as long as I felt it should have for the $10 I gave for it. It held up pretty well in Kansas winds, didn’t like the snow and took some damage when the roof collapsed under snow and freezing, which pooled and refrozen, then collapsed the entire thing to the ground with more weight than I could lift alone. A few repairs and it finished the season, but that would be a major concern if I bought/built another.

It’s pretty rare around here to have bales sit in the field instead of being rowed up along the side of the field, if not hauled off site entirely. So living in that reality, a DIY trick I have used was to feed the second bale from the end - opposite of where we’d draw for feeding (aka, the second to last bale which would normally be used), then “tarp” the gap where the bale used to be with burlap (can include a rainproof tarp underneath if so desired) to appear as though that bale wasn’t missing from the row. No guylines, just bridge the gap with three 2x4’s to provide snow support, and pin the tarp to the bales on either side, pulled tightly, and it takes the round form. It’s a small space, and you can’t leave anything behind, lest mice/vermin living in the bale row might get into it, but it’s very warm, very windproof, very durable, and very inexpensive. Cut windows in the front side, leave the flap hang if you so desire, and add flap ties. Obviously doesn’t work if you have a real hay allergy, and doesn’t work if you want to use any flame based heater, but otherwise, I’ve been very successful with this method.