We put them on the walker right after we bring them home. It can help halter break them, we use the weaver walking halters with nose ring and the orange bungee straps that clip on the halters (both from weaver). It lets them get used to having their heads up and they can fight, the bungee gives them enough stretch they will wear out in just a little bit fighting it. We leave them just clipped to the walker for 20 minutes a day the first week, then slowly start walking them just a couple at a time in the second week. Most lambs take to it that second week without too much of a fit. We have tried halter breaking by just walking and pulling them...the walker is a lot easier and not so tiring on us old parents.
