The hay does get everywhere, there's no way round this than I can find. Pigs=hay 
Mine are in at the moment (in the small bedroom) with the radiator on lowest setting (there's no door on this room so they can prattle on to DD when she's in her bedroom and I can hear them at night)
We have a plastic based cage (4x2) and I made a C&C enclosure (I have 2 groups of two)
They've been going outside to their shed by day (until my GP4 was unwell) but its been cold overnight this last couple of days.
I give mine Snugglepads in newspaper under their bedding with deep hay and soft straw bedding.
I do need to change their bedding every day they are mucky pups.
If mine get too cold they'll just bury themselves in hay so I try to keep them ambient (they have a little heater in their shed too)
Your piggies are gorgeous you will need to groom the long haired one. Baby combs are good , just do a bit every time you cuddle her to get her used to it.
Gorgeous Guineas sells lovely shampoo for pigs (and conditioning 'melts' )
I am planning to wash our little rodenty ones this week , then they'll get wafted at with the dryer and sulk
Its a two person job !
Ours wheek (GP6 and GP7 are the noisy ones) when they hear us chopping, rustling, walking down to their Pighouse We don't give treats when we cuddle them, they have their 'routine' of veg am/pm, pellets at night and fresh hay daily.
They do actually need to eat fairly constantly , their gut health relies on it. If they go too long (something like 8 hours) without eating, they get gut stasis, which can lead to organ failure.
They are designed to stuff their faces at dawn and dusk (crepuscular) when they're most active then retire to Pooh Eat (delightful) to re digest and get the nutrients.
I cover mine at night time, like parrots, to convince them to go to sleep.
Our boar is a Teddy, cuddly, (thick as mince) loves DD .
GP4 is a beautiful tri smooth , very serene and docile but Alpha Pig
GP7 is a long haired , like a Thelwell pony in cavy form, very affectionate , noisy
GP8 is a sweet little tri (my only Pig now) does very unusal shapped droppings (pointed
which are 'normal' for her.
When you do start letting them have grass , give them limited time to begin with. If they gorge they can get bloat especially on fresh spring grass. Until the lawn is dry enough we'll cut grass for ours .And yes, I've put the grass on kitchen towel and let it warm through before they eat it 
When you do let the pigs graze you need to protect them against: damp, draughts, cats, dogs, magpies,
Poisonous plants (buttercups, daisies,ivy,bulbs) though mine tend to avoid the buttercups we can't take chances.
One of the nicest things with guineas is the height of summer when we let them out in the evening (when DD gets home) they pooter round in the dusk light, watching us do their beds.