The gift in question titled Thomas Spring Set is attached to the 661th issue of the UK's magazine series released on April 3rd.
Taking to the Thomas & Friends website, Egmont have declared a statement to prevent a possible hazard from developing.
When unravelled, the hay bale is not cut into individual pieces and is considered to be a strangulation hazard. They have therefore decided to immediately recall the product.
Customers are asked to please ensure that children stop playing with the hay bale immediately and to return the gift along with this issue to your retailer for a refund.
Egmont has since apologised and are pledging for all retailers to remove the issue from sale and to return them to the wholesaler.