I know you mustn't let sheep get at the Rockies mineral licks that horses have, so I would say absolutely not to let them have access to the horse pellets.
As you are now registered with Animal Health you must also make yourself aware of all the legislation pertaining to the keeping of sheep and goats, which includes keeping the feedstuffs for each species completely separate in sealed bins with no possibility of cross-contamination. Same applies with chickens, I think - anything which might end up in the human food chain.
Simplest answer is to get an all-purpose stock blend that is safe for all cattle, sheep, pigs and ponies. Do check that it is specifically ok for male sheep too, though, as if not it could cause urinary calculi in any male sheep you have.
I'm going to try to get some grass pellets that all mine can then eat, but I haven't started to look for any yet,