heptavac p can be used in lambs from a minimum of three weeks. Were the ewes given boosters before lambing? If so, them you might be better to wait to vaccinate the lambs until they are a bit older as they will still have sufficient protection passed on from the ewe before birth and through colostrum.
A lot of people don't vaccinate lambs at all but wait until they know what they are going to keep as breeding stock.
We started vaccinating, with Heptavac - plus, all our lambs two years ago ( but don't do it until at least the end of May when the oldest lambs will be about 10 weeks old) as we had a problem with subclinical pneumonia causing poor lamb performance.
Unless the ewes weren't vaccinated there is no desperate hurry to do the lambs. If the ewes weren't done, make sure they are done in time for next year.