I feel your pain, GFF.It has only happened to me once, many years ago, they weren't even my sheep but on tack but it is horrible. Why are you being so nice, though? If those dogs have worked out what is inside the woolly wrapper, in my experience they'll be back. It might not be your sheep but it will be some one else's.
The owners sound irresponsible and none-empathetic to either you, your sheep or, more importantly, their dogs. Call the local authority dog warden - get them put down.