because of the size of the cubes, sheep may find them hard to chew. soaked, they can eat them fine. it also helps prevent choke, where they get too much or two large a chunk lodged in their throat (can happen with pellets too, in sheep that don't know you have to chew them.)
we feed straight aflalfa in the last two months of gestation, and first 2-3 months of lactation if the ewe isn't maintaining weight... extra protien helps them keep up with the demand of growing lambs. we also may use it when bringing under-condition sheep back up to weight. however, alfalfa is high in calcium, and high in protien, and it can cause kidney issues, as well as causing urinary calculi (stones) in rams/wethers (altough this is more of a problem in goats). sheep don't generally *need* that level of protien, and there are potential risks, so we don't feed straight alfalfa year round.
the rest of the time we feed roughly 1/2 alfalfa, and 1/2 whatever grass hay is available, looks to be good quality, and is reasonably priced (usually bermuda, sometimes forage, occasionally orchard).
this year we'll have pasture so we may not need to suplement, but will watch the quality of the milk and the condition of the ewes, and add alfalfa if they need a boost.
when we're soaking cubes/pellets, after we feed, we load a bucket with them, fill to the top with water, and leave it set until the next feeding. (so we start the evening's feed soaking right after we feed the morning meal.) if it's cold, you might need to take it inside to soak.
one thing about feeding pellets is they eat *everything*... with hay, they pick through for the leaves and waste some of the stems. with cubes, it depends... some sheep clean up everything, some pick a bit, but they still waste less than with regular alfalfa hay. we found during rainy weather, where they'll walk the stems into the dirt and mud, it's cheaper to feed pellets, even though they cost more because there's less waste. when it's dry, we rake up the leftover stems and toss them to the horses for treats... which works as long as the hay isn't soiled.