We don't supplement the cow herd with any type of grain, but we do feed what we consider a good quality hay. Usually some combination of alfalfa, timothy, OG or brome. At the beginning of winter when the cows tend to waste more hay because they are still picking a little grass, we feed our poorer quality hay, usually a fescue, OG mix hay.
I'm not really sure that we expect them to gain weight through the winter, but they generally do, especially the spring calvers. We've even found that the fall calving cows that are nursing calves through the winter generally stay in better condition than our spring calving cows do on our summer pasture of fescue.
Seems bass ackwards of most of you, doesn't it.