Primitives are, in my experience, best left to get on with it, and you get more problems caused by incarcerating them than you do by leaving them alone.
However, there will always -
always - be something that wouldn't have gone wrong if you'd done it the other way. So it's important to do whatever you feel is best in your situation, so that you don't beat yourself up too much when the inevitable happens.
You've got small numbers and you didn't sponge, I think? So you would not expect to have two or more lamb on the same night? (Though it can of course still happen.). In which case, the main risks of lambing indoors are needing assistance lambing (rare with primitives); mother not licking lamb and lamb dying inside sack (more common with first timers); mother ignoring lamb / not letting it suckle (so intervention needed within 2-4 hours to get lamb colostrum); other ewes, or its own mother, damaging lamb (more common with first timers, especially horned ones.)
In your situation, if you're sure you want them indoors overnight (and I understand why you would prefer that for your and their first time), then, as newbies, I would check every two hours, and would have two large pens plus the small lambing pens. I'd put all the ewes in the one big pen, then if one looked like she was planning on lambing I'd move all the other ewes into the other big pen, so she's on her own in the spot she's picked, but next to and able to see and smell the other ewes, and still in a big space. Keep on with the two hourly checks until she's really starting, then more frequently in case she needs assistance lambing. Hands off until lambs are born, licked, and are suckling, unless there's cause for concern. Once she's accepted them suckling, you can move her into a lambing pen with them. Intervene too soon and she may not bond with them, and may even beat them up.
The reason for the larger space is that if she does beat them up, she's less likely to really damage them. In a small pen, they can't get away, plus she has the sides of the pen to beat them against. Sorry to be so graphic, but I've seen it with horned first timers lambing indoors and out.
The reason for putting all the other ewes in a different pen once one is preparing to lamb is to stop them all getting giddy and silly, interfering with the bonding, and possibly damaging the newborn lambs. It can happen outdoors too, but if there is a big enough area, in general the new mum-to-be will have gone off to a private spot well away from the others.
The reason for not putting her into a lambing pen until the lambs are licked and have suckled (assuming she lets them suckle) is to not interfere with the bonding process. I've seen more problems with first timers due to the stress of being moved away from the chosen spot and incarcerated in a small space with these strange tiny, bleating, snuffly questing things, than are caused by the mother being in a larger space and able to evade the lambs more easily.
Quite likely, some or all of your ewes, being first timers, will fidget and evade the lambs' attempts to suckle at first. Again it's a judgement call when and if to intervene. If she's getting cross and starting to attack them, you may decide to pen her then - but make a safe place for the lambs to get away from her if she continues to attack them. Often the aggressive phase lasts only a while, and usually stops once one lamb successfully suckles. Often this is the first born when she's distracted licking the second. So the second lamb is able to get on suckling more easily, she now being used to it.
Remember that it's best for them to get colostrum in the first 2-6 hours, so I'd generally intervene if the first lamb is 2 hours old and she's still not letting them suckle. I'd also intervene if either lamb seems to be giving up trying - they need colostrum, and the energy boost it gives them,
soon if this happens. Generally a shot of colostrum (even 50mls of formula) gives them enough energy, and renewed purpose, and they'll get on trying more persistently after.
What will you do if one is starting to lamb outside when you want to bring them all in for the night? It's better for her to let her lamb in the spot she's picked (and they often pick the spot a day or two before they lamb), and it will stress her to move her once she's made a start. But if you couldn't manage to help if there were a problem if you left her outside... One of those judgements you have to make for yourself.
It's scary and exciting all at the same time, I know. You'll be fine