All our Dales and Fell ponies work unshod - riding and pulling carriages, chain harrows etc. Obviously we do not do too much on stoney ground until their hooves adjust, and this can take a good few months. They go up some really rough, steep, packhorse tracks, and over the roughest rocks imaginable, as I said, riding and pulling a trap. Up to now, none have suffered any lameness whatsoever. Like I said, we do not do too much until they are used to it.
A driving saddle, with hessian sacks fastened on to the terrets on the saddle are workable - though you may have to cut the sacks down or with a Shetland they would be dragging on the floor.
As with breaking to drive - before anything is carried or pulled, you do need to make sure the pony will not panic by something either behind him or rustling on his sides - so I would make sure he is happy with that side of things before setting him to work.
So long as they are not pulling a dead weight, and it will slide across the grass behind him, once moving, even the smallest pony can pull a decent weight. You will soon know if its too much ....when he stops and refuses to move!!