In reality, you are very unlikely to get import permits, unless the animals have a certified clean bill of health, and may also have to be quarantined for a time. Jimmy would certainly be made aware of all these issues prior to an import permit being granted.
As has already been stated, midges can be carried 200 miles a day by the wind, so how do you prevent that happening ? The risk from wind blown pests is far greater than the import of animals that will have been carefully inspected by a qualified veterinary. People may be xenophobic, but disease is not.
Another possibility to consider is to import Mouflon semen, and AI some Soays.