My Maxi-Max gets bits that are "foot" sized, basically in pieces that he can pick up and hold while he eats them. He prefers to eat that way, so snow peas, baby carrots, peppers in strips, okra (yuck) cut the long way. He's so funny, he picks up almost everything and eats out of his foot instead of directly from his bowl, with the exception of sprouts. He even picks up his pellets like that. So he prefers strips or sticks over wheels or chunks.
My Alex's eat a mixture of both. I think a variety of sizes will hone their foraging skills and keep things interesting for them.