Hi, what a lovely question! Well I reckon anything that is firm is fine. My sheep poo varies from rabbit like to slightly more clumped. I think it will depend on grazing/feeding and at this time of year when grass is poor or non-existent and you may be feeding hay, the poo is harder and then breaks into balls whereas in summer or when more moisture in the grass/feed the poo softens and the bits stick together.
You need to worry when it is very loose as this is likely to be a sign of worms. Sometimes I see a bit of mucus but not sure what this means.