It sounds like you have the right approach, and yes headcollars or tiny foal slips that don't tighten on the nose are far better for training and also if you want them to stand tied up are safer. The halters you can put on the sheep and leave on for a while without asking them to do anything just so they get used to the feel. I always use treats to train mine, and when they are following can then ask with a little pressure and reward any give, as soon as they understand the pressure/release and happily follow I stop the treats though otherwise they can get a bit too pushy. I generally find once they are comfortable having a fuss from you and eating treats from your hand they will learn halter training extremely quickly, although I have quite a friendly breed anyway. I entered a crossbred lamb into a show class yesterday which was supposed to be judged in the pen, however I had a call from the show a couple of days beforehand that I would need to halter train my ewe lamb as she is MV acc, I thought she might be harder than the pure bred Zwartbles, she has not long been weaned and had not been supplementary fed or handled, however she very quickly took to treats and was happily following me about in no time. So I had her all ready and halter trained for Saturday and they then judged her in the pen anyway, however I am sure the training makes them more confident at a show. I was very pleased with her 2nd place too!! Good luck with yours, halter training them is great fun