Condition scoring is the best check, of course. Assuming they've been kept up to date with worm and fluke meds (especially if on tight ground), if you're feeding them plenty of hay then they should be fine.
How many are there? A bale a day should keep 20-30 very happy at this stage.
It's normal for pregnant ewes to drop a little condition over the winter months, so unless they are less than CS2, for a hill breed I wouldn't be concerned.
When you do condition score them, if they are all, as a group, a little too thin, then they probably do need more feed (and/or fluking/worming.) If a few are thinner than the others, likely they are carrying more lambs and maybe would benefit from extra feed - but if you can't separate them into two groups you won't be able to feed some and not others, I assume.
In the last 6-8 weeks, the lambs start to (a) take up a lot more room, and (b) make more demands on the ewe's system, so a ewe with a bellyful of lambs may not have the physical room in her rumen for the amount of forage she really needs to grow the lambs, set in her milk stores, and keep her own condition, hence why it can be important to give more hard feed to the multiple-bearers.
The ewe needs a lot of sugars in the last 6-8 weeks too, so it's a time when the sugary block of minerals works better than the mineral-only licks.