Dairy farmers feed spare milk and whey back to the cows and say it can make a big contribution to condition. I know we are taught that milk mustn't get into lambs' rumens, but I guess in adult animals the rumen adapts to whatever is coming down. The key thing is to not make sudden changes, so don't just feed them milk once in a blue moon, but either regularly for a period or not at all.
As to the ewes seeming to want what you've put out for the lambs, I would say that seems to indicate that they are one of thirsty, hungry, or after sugar or protein or minerals. Lactating ewes should be drinking one to two gallons of water a day if they are inside on hay and concentrate, so it could just be thirst if they aren't being offered that much water. Or maybe they need the sugar, so you could give them a molassed lick; or minerals so give them (sorry, scratched record I know) a lump of himalayan rock salt, or more protein or just more food in general so make sure they are never short of hay they will eat (which means fresh and not trampled), and up their cake if they seem to need it.