Be sure you use straw not HAY. Hay will sprout too many weeds.
Reinforce your bales with extra twine or I place a stake at each end. The bailing twine can decompose over time.
Start your bales several weeks ahead of when you wish to plant them. (minimum 10-14 days) Decomposition is an exothermic process, this means that substantial heat is released as the fresh straw is broken down. This can damage seed or seedlings placed directly into a fresh bale that has not "seasoned".
Consider carefully placement, and position of the sun. You will not be able to move them after they are watered and growing. Full sun is best for veggies. Plan to put your taller items behind shorter ones in relationship to the sun
Ok to use seeds or already established market plants.