the word "i'r" suggests that the individual should go into the hall rather than past it. It would be grammatically correct if it was written as "ewch heibio'r neuadd".
heibio'r neuadd is perfectly acceptable, as is heibio i'r neuadd - there is no suggestion of 'into' with heibio i. However, as this sentence is a zombie I cannot check to see if the version without i was ever included as an option.
If you need to use a pronoun with heibio, as in 'I walked past him', then the appropriate form of i should be used:
- Cerddais i heibio iddo fe heb ei adnabod - I walked past him without recognising him
- Es i heibio iddyn nhw ar fy ffordd adre - I went past them on my way home
For beginners, it is easier just to learn heibio i to keep things simple - it can be used both with and without a following pronoun.