I didn't include internal parasites in my thoughts on vaccinations.
Fluke (Fasciola hepatica)is very dangerous to sheep and is on the increase due to the warmer, wetter climate. Faecal worm egg tests are not reliable in detecting fluke so you should check with your vet about the fluke forecast for your area. You can get flukicides that are seperate from wormers and your vet may be able to give you a small amount for yoru sheep. Unlike worms, fluke isn't species specific and is carried by sheep, cattle, horses, goats, rabbits. Depending on the area, you may need to fluke twice - once in autumn and once in spring - or more frequently over the winter months.
Depending on where you got your sheep from, stocking density, rotation and presence of other grazing species, internal worms may or may not be a problem. Personally, I'd test them once a year and worm if required.
You'll also need to treat for external parasites but not with a vaccine.