I used to give my herd big blue rocky (cobalt) licks, they used to really go for it (there was a suspicion that we were in a 'pine' area). They always had beautiful coats, even after kidding. In addition to concentrates and grazing, they were fed good quality hay and regular browsings, mainly Elm. Unfortunately, they stopped doing the pure cobalt blue licks, they are now combined with other minerals, but you'd have to check that the ingredients are suitable for caprines.
Hope this may help.