Wow thats unusual, normally Shetlands live on fresh air!
First things that occur to me are, have they been wormed (I dont do it routinely but it could cause poor condition if they have worms), and are they poor before they have had your grass (in which case they will prob pick up on that alone). Also I would get a mineral block like a Rockies one, or maybe if they need a boost one of the molassed ones.
If you did feed then I use (only when theres snow!) for about that number of my Shetlands a small mini blue bucket the size of a childs sandcastle bucket (they are blue and sold in our agric store for poultry use). It amounts to about a fistful each at most, and got ours through 3 months of solid snow and minus 20s temperatures in good condition.
If you have any pics of the sheep, that would be lovely!