Shetlands do have tiny fiddly teats, and you have to do something with the lambs - or wean them early then get your milk. I had thought of trying milking my Hebs but was put off by the small teats - it's really rich and creamy milk though. Maybe if a ewe loses her lambs you could milk her and see how you get on.
The smoked cheese sounds wonderful. Did they practice transhumance in Poland, where the flocks are taken up to the high mountain pastures in the summer and the shepherds stay up there with them, making their cheese, with big guardian dogs to help keep wolves and other beasties away?