My guinea pig had the same promblem all she wanted was hay and thats not healthy for them to just eat hay. they need like the normal pellet stuff and hay not just hay. Its like a child that wont eat what they need to. So what I did was gave her hay at a certain time and after that time if she sqreaked I would egnor her so she dosent get her way and it makes her eat her pellet food that was in her cage. its just like a kid it will take a long time for them to get to eatting the pellets but they will finally learn that hay is at this time and im hungry after i better eat my pellets then. Trust me it wont be easy I had to work with my guinea pig for allmost a month but it eventually worked and shes eatting pellet food and hay.