Six months old and just weaned plus the stress of a new home sans mom, he may need a little nutritive boost from feed. You're right, they are very easy keepers and have many problems if allowed to become overweight. A quick call to your vet can give you some feed brands and amount local to your area and the type and dose of horse worker (there are many and are used at different times of the year.) Always keep in mind though that equines need copper in their diet, but sheep do not. So for as long as little dude is needing some feed, he'll need to eat by himself, which is a great time for some bonding. Store his food away from the sheep stuff as well.
He will need periodic hoof trimming, again I would consult with your vet, he may be able to wrangle him when the sheep get trimmed. If he were to be more of a pet or cart donkey you would be doing more training, handling and foot care, but for his job and environment you should be fine. Like the sheep, if you notice any limping or other condition changes it's time to get the vet out. They are very hard so as long as he gets a good healthy start you'll have years of long-eared enjoyment.
Personality wise, they tend to be independent so he'll do fine out with the sheep but may end up not being as cuddly as the kids might like. What an adorable face!