YOU can winter sheep only on straw but it must be top quality, very bright yellow ,no mould,with lots of green material, unlike hay/haylage the sheep will only eat 50%--70% of a bale so never need bedded. They also need a high protein supplement, minerals . Tried it a couple of times pouring pot ale syrup or mollases on top of the straw to help as a laxative and encourage consumption, needed large amounts of straw and the waste in the pen was difficult to handle.