You need to plan well ahead

. Train the sheep to be fed in a certain part of the field- they may not need feeding so just give them a tiny amount. Once they are all coming to the trough, add a hurdle on one side, then after a few days add another, then a third. By now it looks like a cage so leave it like that for a while. Then add a fourth hurdle, standing open. As you are doing this, gradually stand closer so they get used to you being there. Eventually they should let you stand at the fourth hurdle. Be very calm and indifferent to them. Eventually you can very quietly close the fourth hurdle across. Don't do anything to them at that point, and let them out once they have eaten what's there. Once they are happy with that after a week or so, you can work on them occasionally when they are in. To prevent them jumping out, it's a good idea to surround the hurdle pen with a second pen about a metre away - they will see the second barrier and be less likely to try jumping as they can't jump both. Also, have them packed in tightly, not three sheep running around in a full-sized pen - reduce the size of the pen once they are in it.
Getting them to this stage can be a long process taking several months. In the meantime if you need to catch them before you have got them used to the pen, set up the hurdle pen somewhere else (so they don't associate their feeding pen with being caught) To get ours in, we use one or two 50m lengths of electric netting (not turned on) and set it out as a giant funnel, wide at the start and narrowing towards the pen. The pen itself should
appear to have a way out ie not be up against a wall or other solid structure. Then drive the flock, always slowly and gently, into the wide end of the funnel and along the narrow part then into the pen. Be right behind them so you can shut the gate.
If some don't get included, set up an extra section of pen ie three more hurdles, against the first one, then move away. The ones outside should approach their chums and you can close the gate. Always shut the gate quietly so they aren't startled.
The more you handle your Soay the tamer they will become until they are looking for treats in your pocket as ours do.
We do in fact often use a dog - a Jack Russel

. He just barks dementedly at the back and runs around which seems to make even Soay want to stay with the flock (even though he is their best friend the rest of the time

). However, if we are rounding up a flock of mixed breeds, you can bet your bottom dollar it's a Soay which will lead the breakaway
I think the answer is to take your time, don't use all the hissing and arm flapping most shepherds of 'normal' breeds use, stay calm and keep your body language in check, for example don't tense up before you shut the gate because they will read that instantly and be off, like the sensible little prey animals they are