Cheviots about to lamb for the first time being CS 3.5-4 are already fatter than I would want them. Hill sheep should be CS 2.5 for lambing, certainly not more than 3.
What tup did you use?
Personally I wouldn't give them any hard food at all, but keep up with ad lib good quality hay and haylage. Although they may be overweight, you don't want their condition to crash this close to lambing, and even if they are fat, they still need plenty of sugar for this last 6 weeks. A molassed feed / energy / mineral lick will cover that.
If you feel you must give them some cake, I would give no more than 250g per head per day, and keep an eye on their condition. Any ewe whose condition deteriorates may need a little extra.
There is an argument for giving a little cake or a feed block even though they are fat, which is that the lambs are really growing now and taking up space that the rumen needs to digest forage. This effect is exacerbated in a fat ewe, as she already has the space limited by fat deposits. Even fat ewes can get metabolic distress if they can't take in enough nutrients to feed themselves and the growing lambs. So with the space for the rumen reduced by the growing lambs and by the ewe's internal fat, she may simply not have room to digest enough forage to meet her needs.
I'd be more anxious about that if they weren't Cheviots. Cheviot lambs are born very tiny, so will be taking up less room than a Mule's lambs would be. If you used a Cheviot tup, even better. Also I think Cheviots are probably a lot less prone to triplets than Mules or some other types.
Speaking of triplets, the other side of that coin is singles. You really don't want to be supplementing any ewe having a single, especially a fat ewe, or you could end up with a lamb so large it can't get born. First timers of a breed that isn't massively mutiparous are more likely to have singles - as are ewes which were fat at the time of conception.
So my advice is to make sure they have good quality forage and access to plenty of sugar and minerals, and not feed more than that. But keep an eye on condition (check once a week) and consider a little cake for any whose condition deteriorates.
And good luck! As Cheviots, their lambs shouldn't be massive at birth, so hopefully all will be well
x-posted with shep53. She has more experience with Cheviot ewes than I do (although I have masses of experience with Swaledales, Mules, Texel crosses, Shetlands and Shetland crosses), so take her advice on a feeding regime. Neither of us want you feeding them much cake.