I have been told that bay leaves keep bugs from hatching in grains, rice and stuff. Just started using them about a year ago so I do not have sufficient time test.
You can also mix DE powder (food grade Diatomaceous Earth) in with the grains. Its cheap and you put about a tablespoon in each bucket. It will kill any bugs that get into or hatch in the grain. It works quite well.
You can also freeze the grain before storing. The freezing will kill the bug eggs.