There are many solutions, depending the purpose!

Burning round bale as it is.

Several boilers on the market are capable of receiving round bales.

Boiler able to receive a complete round bale

An "Anderson bale splitter" can be used to separate the bale in half.  Once separate, the bales fall in small chips approximately 10 inches (25.4 cm) in size. This operation must be completed over the conveyor of the horizontal grinder.

Bales can be ground directly into a tub grinder.