I produce approx. 250 tons of hay per year and we use our 4110 to move it all. I opted for the ATI Tach All which replaced the stock bucket (which in my opinion is not worth a ****). I agree with the dealer as the stock bucket is not worth the metal it is made from and the bolt-on bale spear will only exacerbate the stock bucket's intolerances. For instance, I bent the stock bucket beyond repair within a few months of use.
Regardless, I bought a used, quick attach JCB bucket from HOLT machinery's rental line for approx. $150. The bucket was in excellent condition and came with removable teeth. More to the point, I purchased a new, quick attach bale spear (as I could not locate a used one) for moving my round bales (approx. weight is 1,200 lbs.). It is tough, heavy duty and ideal. It cost approx. $500.
I have to write that I will never own another tractor without a quick attach on the FEL like the ATI Tach All.
If you will moving many bales, then I would not purchase the bolt-on bucket style. However, if you move two to ten bales a year, then I would improvise and make do with them.
Hope this helps.