We increased her hay and supplement (LMF Super Supplement, which is formulated for our area), because the foal is growing exponentially at this stage and we want her to maintain BCS as she nears foaling and lactating. The best thing is to keep their feed on a balanced schedule, no major yo-yo’ing with the amounts they get.
Our TB mare is at 331 days today, and I am impatiently counting down the days.
I do the same - increase hay and any fat supplements they may be on. I tend to decrease the grain or bagged feed in the last month, replacing with alfalfa for calories. I like them as plump as I can get them, but short of obese. Obese isn't good no matter what.
I watch their BCS the entire time they are pregnant... I start to slowly increase their feed toward the third trimester and then once they start lactating their alfalfa gets doubled and their grain is increased as necessary. One thing is for sure, its real hard to put the weight on them while theyre nursing, so try to catch it before they get thin.