A Gremlin just stole my long reply
so here's a shorter one:
All lambs horns are prone to breaking, and the outer cover can even be torn off the core (use cobwebs to stop the bleeding).
Don't handle your horned lambs by their horns - in fact you shouldn't really handle adults by their horns, but sometimes it's inevitable.
The problem with your lamb could be genetic - what's her dam like?
Is she four horned or two? Four horns are even more likely to break than two, which is one reason it's so difficult to get a good four horned Heb.
Yes, make sure they have a mineral lick, especially during gestation.