They can go onto cold milk as soon as they are all feeding well on the shepherdess. It’s not cruel- far from it, as lib feeding is better cold so the milk doesn’t spoil in the bucket and the lambs don’t gorge and get bloat. I’d keep them in until weaned at 6 weeks and eating creep for a week or 2 after by which time they get their first heptavac jab, then they go out... but that’s how I rear my pets, some people let them out earlier.