I haven’t wormed the lambs yet. Haven’t seen any issues, aside from a few mucky bums here and there which have cleared up and I put down to them being on fresh grass or eating things along the hedgerow that they shouldn’t. Would it be advisable to worm them soon (I’m just about to split them from the ewes), or wait till there’s an issue, or get a FEC done first? I don’t want to do it for no reason but appreciate they haven’t the resistance build-up a ewe would have.
Also if I don’t treat the tape, won’t they all get it and keep pooping the segments out?
Sheep and other ruminants can cope with a light worm burden, and actually a lot of farmers and vets advise not treating immediately (obvs only if the sheep are otherwise well) because exposure does help to build resistance.
There are no targeted meds for moniezia in sheep, which tells you that it is of no commercial importance. In fact, it is not a listed target species in some of the widely-used anthelmintics, which tells you the same thing even louder!

As to whether to worm your lambs at weaning or not... it depends on your system, stocking level and so on. We have rotational grazing here (ponies follow sheep, sheep follow cattle), stock lightly, and do not worm routinely at all. I worm anyone who has a mucky bum I can't explain; last year that was 1 lamb out of 18, and not until early autumn. I had to worm some of the hoggs (lambs I kept over the winter) this year in spring - but tellingly, only one of the mostly- or half- Shetland ones, and he was a lamb that didn't get a great deal of his mum's milk, plus his mum (my black Wensleydale) was the grandma of all the other hoggs, the ones I had to worm. (So yes, resistance to being wormy is
highly heritable!!)
Quite a lot of farmers worm twin- and triplet-bearing ewes as they lamb, and that keeps the reinfection of pasture down.
But if you are not putting the weaned lambs onto clean pasture (pasture which has not carried sheep in the last eighteen months, or pasture which has been grazed by ponies at some point since the sheep were last on it), and / or are fairly heavily stocked, then yes, it is probably worth worming them as you wean them. Give them some minerals too; some merchants will mix you a worm-plus-mins drench, depending on how much you are buying.