I've had trouble with skid steer attachments on big tractors even without adapters. The tolerances are pretty loose on a lot of that stuff and a tractor can push, pull, and often lift a lot more than a skid steer.
It's worth keeping a close eye on. I've extended the lips on our bale slicer and pallet forks to keep them from slipping off. The locking pins need to be maintained as well, backdragging with the bucket can wear the points off.
Running over your bale on the road cause you lost the forks isn't a fun ride.
Euro is really the way to go for heavy duty applications.