but my last wee lamb died last year after eating calf feed (which he had been stealing...not fed deliberately)
The copper levels in a calf feed would be toxic to sheep (pig feed will also kill your sheep). There are dual purpose feeds for cattle and sheep that have low copper levels.
Copper toxicity can be a tricky one - some breeds are more susceptible to it than others. Having said that some copper is needed as it is necessary for growth amongst other things. Copper deficiency can be a problem in some upland areas. You certainly shouldn't give copper as a supplement unless you have had forage samples done that indicate very low copper levels or unless your vet advises.