If they smell like hay, but they still smell like the real deal when handled (i.e., broken up) then you're doing ok. A cure will help with the smell. From my experience the strong hay smell will take at least a month to really cure out.
The other factor in the hay smell is the active ingredient to plant matter ratio. A key culprit in throwing that ratio into the hay smell spectrum is lots of leaf and/or airy bud. Airy bud ain't bad, there's just less of the active ingredient. Leaf is well, leaf. Some leaf is quite white with your sought after trichomes, but they simply can't compete with the plant material of the leaf. So you will lose that bag appeal smell to the smell of drying plant matter on which the trichomes grow.
With these points in mind, keep the bud well manicured into dry/cure (my opinion if you're judging by smell), taking note to remove leafy stuff well. And be patient with the cure. A hygrometer and some knowledge of your relative humidity (RH) targets is all you need to get home grown with acceptable bag appeal.
I freaked about dry time and hay smell as well. Experience should help you clear it up, and don't get discouraged if you aren't pulling Cannabis Cup-winning bud out of a personal grow the first time around. Your expectations will be met as your experience and harvest grows--over time.