Here are a couple pictures of a bale spear I built for a customer's loader bucket, I built a not so pretty version for dad's loader about 5 years ago and this guy who does most of our backhoe work saw it and wanted one.  The spear mounts at a 45° angle so it's out of the way to use the bucket but still has enough of a dump angle you can dump a bale in a bale feeder with it.  We don't use our's alot anymore since we got a second loader tractor but they work great this time of year when you might have to push snow out of the way to get gates open when feeding hay. 

This spear is mounted in a piece of 3x5x1/2" tubing welded to a 4x36" piece of 1/2" plate and gusseted with some more 1/2" plate.  These spears put alot of stress on the top of the bucket and it takes strong mount to keep the bucket from bending.