If there's windbreak/ shelter and theres just frost not snow or sodden ground then I think they would be ok to lamb outside, although ideally I like to whip them in as soon as I see they are born, in order that they can dry off, I can check they are drinking and I can also castrate any boys as ours are Shetlands so with us 1-2 years rather than just a few months. If its dry and sunny and they are ewe lambs then they go out ina few hours, boys I usually castrate at 24 hours so they would be in overnight.
If it isn't poss to bring them in at all then if it is nasty weather I would think about lamb macs maybe, and invest in lots of clean old towels to dry the lambs as best as poss.maybe use a line of straw bales to insulate the outdoor shelter or create extra 'arms' to it.