If mild in turning of eyelashes, pulling the eyelid the right way out, and giving a firm pinch at right angles to the edge of the eyelid, firm enough to crease the skin, can sometimes be enough to stop the eyelashes trying to turn in.
Injecting betamox or your vets preferred long acting amoxycillin into the lower eyelid, up to about 0.5ml per eye, until the eyelashes point outwards on the bulging skin is my preferred option for treating entropion as a vet. It physically turns the eyelid outwards and provides antibiotic to potentially secondarily infected eyes.
I've never heard of injecting liquid paraffin but that can be irritating to certain tissues so I would suggest against that around eyes.
An alternative is Michel clips, which are applied with special forceps and pull the eyelid out, you would need to be shown how to do this, and probably not worth it for one lamb.
If it is sore but you can't see how the eyelashes would actually be rubbing the eye, it could be an infection such as pink eye which will need medication from your vet.
Either way, if in doubt, ask your vet as eyes can go downhill quickly if the problem is not adressed as the front of the eye is thin and repeated irritation or deep infection can cause blindness or ruptured eyeballs.
Hope this helps and your wee one is sorted soon.