Always. I kill one every month or so. I used to kill several a week but have them thinned out a bit now.
We also have lots of mice in our hay, but I put out D-Con in strategic places. FYI the D-Con has changed and we can no longer get the little blue-green pellets any more. It is now a "cube" that comes in a little plastic safety box that "only the mice can get to it."
For safety reasons of course.
Maybe your hay isn't "rabbit friendly."
When we go hunt the Durham Ranch in Wyoming we stop at the big bulk hay stacks and shoot the rabbits. I have killed 3 or 4 rabbits at a single haystack in 5 minutes several times.