UPDATE
Here's what we did. Thanks for the suggestions. $heep hurdle$ co$t real Money, and we didn't have time to source cheap used ones. Likewise didn't have time to build our own.
We set up a cattle panel against the outside of a shed, secured to t-posts (easily removed with a post-remover). The cattle panel was angled so one end was out pretty far from the shed side and the other end was only wide
enough for one sheep. This makes a chute where one side is the cattle panel and the other is the shed wall.
On the wide end we put a piece of cattle panel as a gate, tied with baling twine (strong but easy to remove). The piece of panel was left over from another
project. We had previously fenced off the shed, so the only access to the makeshift chute was the temporary gate.
At the narrow end of the chute we put an outdoor table flipped on its side. Easy for us to move out of the way but hard for one sheep to push away.
We dumped a 2-string bale of alfalfa
hay into the chute.
Oh, and we made sure to do this when the sheep had been on that paddock next to the shed for a few days and had already eaten everything they really, really like.
Every time a few sheep went in to eat alfalfa, we followed them in and closed the gate behind us. Only one sheep could get to the end at a time and that wasn't enough mass to push the table out of the way. A few sticks with the sharps and then push the table aside and let them out (into a nice fresh paddock with lots of really nice grass.) Repeat.
Hiccups just took some time. The last 5 sheep had possibly wised up to what was going on and wouldn't go in to eat the alfalfa until we left them alone for 30 minutes or so. Came back after doing some other chores and found 4/5 eating the hay. After the last sheep was left all by herself she went in pretty quickly. The whole thing took about 22 hours.
A way to improve this for next time, we'll use some field
fence and t posts to make a holding area. Part of the reason the last 5 took so long was that with the rest of the herd gone, they could mosey around and look for clover and other goodies that the other sheep had missed. This made them less interested in the hay.
Question:
We're not sure if the shed wall helped a lot. It provided a nice secure area, but it's possible that the shade/shadow cast by the wall made the sheep less eager to go into the chute.