Hi there - you shouldn't feed them the pellets if it says unsuitable for males - they can cause bladder stones which they cannot pass. I use grass pellets for bucket training (they are just pure grass so harmless - you may already have some for the horses?)
Also, when you put them in with the horses, I would set up some electric fence tape to give them a refuge. My sheep are in with a docile little pony who gets on well with them, but the 2 horses will definitely chase and kick them given the chance.