That's the proper way.
We used to stack 8 layers high, the top one, 1 bale lengthwise in the center and 2 crosswise on the outer side. All other layers alternately 3 across or 5 lengthwise. When going over the road we used to pull 2 ropes over the load to prevent the corner bales from falling down.

Must have hauled a quarter million that way. With tractors getting faster, distances longer and sheriffs more picky we learned to tie cords between the twine strings of the outer bales of the 5-rows every so often. We mostly stacked the loads behind a bale thrower. You need a good tractor operator to do that. We re-stacked loads on the road, but not often. Funniest thing that happened was, we left a wagon in the field and found it completely unloaded the morning after.

Now I only make a few small squares and use basket wagons (correct term?).