Overfat ewes will probably have large lambs which could lead to birthing difficulties, or possibly a prolapse. We had a Jacob ewe years ago who had a small or incipient prolapse ie a bulge the size of a grapefruit protruding from her vulva, but not total eversion of the lamb bed. Because of the constant stimulation of her pushing reflex, when she eventually went into labour, she no longer pushed and we had to pull the lambs. She was probably too fat, but our current breeds - Hebridean and Soay - don't tend to get fat, so I don't know if too much condition could lead to abortion. This year I am hearing of ewes which have aborted early on, probably due to the severe weather.
Depending on the size of your scoop, the amount of rolls you are giving seems a lot (have you weighed what they are getting?). I would give ad lib hay throughout the winter whether there is snow lying or not (unless you live somewhere warm with masses of grass), plus a handful of rolls (or coarse sheep mix) once a day per sheep. The hay 'fills their bellies' and so keeps them warm and keeps their digestion in good order.
Castlemilk Moorits are a primitive breed so I wouldn't expect them to need large quantities of concentrates, although as with all breeds they will need some in the 6 weeks leading up to lambing.