I would get some more groceries in front of the lambs. Grain is a dirty word in these here parts of the internet, but I'll be the heretic that speaks it. Some folks start lambs on creep by feeding a little straight soybean meal, seems to smell good and get them interested. Your lambs are already eating hay, so it should be pretty simple to get them going on some higher-energy stuff, even if it's just lamb feed from the feed store. There are those that would say that if they're doing fine on hay alone, leave them be. I've never had hay good enough to keep a month-old lamb alive on its own, but western hay is good stuff. I would vaccinate them for overeating right now and start the grain slow- nothing worse than saving a lamb from starvation only to kill it with overeating.
Barb and Lisa,
If your ewes are sloughing their udders, that's actually a decent sign, hopefully indicating they've walled off that side and the poison in it. Do not skimp on antibiotics and fly care during this time. If you're sure it's sloughing and dead, I have seen (and done) the teat cut off with a sharp knife to facilitate drainage. Again, do not skimp on antibiotics, pain relief, and fly care. Catron IV is the voodoo fly medicine around here, and I can't recommend it more highly.
Good luck, and remember if you've had sheep you've had a ewe with bluebag.
UA Local 23 Journeyman and part-time shepherd
"Have you had a fecal test done?": probably my epitaph.