With Castlemilks, you'll be unlucky if you need anything more than a pair of binoculars! The question is, if you leave them outside, how easily could you catch one that had difficulties IF you needed to? If the answer is 'without too much bother', I'd have thought they're probably best left to their own devices.
However, if you do want to house them, couldn't you only bring two of them in initially? That way the other four get to stay outside, and once the first ewe has lambed, you can put them all back out, pending the arrival of the others?