When it was horrendhously wet for months a couple of Winters ago we got our March-lambing flock in soon after Christmas (had to buy in some extra hay) and put them out again just long enough to muck out and bed down the shed again ready for lambing. The ewe' stayed in good health and we didn't lose a lamb, although it was hard work for us. Mud can cause shelly hoof, which can limit grazing time, so you might want to start giving them hard feed a bit earlier if you decide to leave them out.