Share 'Feeding Hay when feeding grain?'

I recently read an article that noted that hay should not be fed at the same time as grain, as it will impede the digestion of the grain... or cause it to pass through their body too quickly. I have never heard this before, so I'm wondering what others think and do? (I know not to believe everything we read, considering there are often conflicting ideas, and circumstances can be so different fo...