Hebs are not naturally a big animal, especially compared with Ryelands and Dorsets. The Hebridean Sheep Breed Description quotes: "Ewes typically weigh 35-40kgs, and rams proportionately larger......These sheep are slow maturing and are not inclined to carry excess condition; mature adults, even on good keep, rarely have a body score greater than 3"
I always think that most sheep look a bit skinny after shearing, but Hebs, Soay and so on even more so, especially if shorn to skin.
It's difficult to know what you think of as thin, maybe a pic would help?
You would normally expect your ewes to be a bit skinny when feeding lambs, but once weaned the ewes will build back condition on grazing and browsing alone, prior to tupping. Hebs are capable of getting to a CS of a bit more than 3 if fed on very rich grass, but unless they have been born on such rich land, they will tend to scour with too much lush grass.
If these are first shear hoggs, then they will look a bit smaller than the adults.
As for bringing them in, you need to bring them in again to apply an anti-flystrike product now. However, as for bringing them in often, that can be a good thing, as the more they are handled, the easier to handle they will become. They need to learn your system, and you need to learn about their characters and behaviour.
So when you bring them in for their Crovect, or whatever you use, check their condition scores, and their weight if you can, and compare them to the breed description. What you don't want is for them to have sunken flanks, or protruding ribs. They carry their fat internally, not on their backs - I think this might make them more susceptible to problems if overweight, due to increased pressure on their organs - what do others think of this idea?