I wouldn't be terribly concerned about lungworm, especially that you've mentioned you've switched to a grass hay. Finish out your second dose though. Grass naturally has more dust. Just out of curiosity do they only do it while eating or right after eating? All the time? I would try Benadryl on the worst one, see what happens. If there is no fever, no nasal discharge, I don't suspect pneumonia either.
My opinion? Dust, tickle of the throat, or allergies.
My opinion? Dust, tickle of the throat, or allergies.