Sheep love rocks, they just don't know it.  Teach them to eat stone by weakening them with splash potions of weakness and feeding them diamonds.  They will quickly reject their previous grass-eating behaviors for anything rocky.  Ore sheep will eat stone, stone stairs, netherrack, stone slabs, buttons, pressure plates, cobblestone walls, mossy and regular cobblestone, gravel, and regular Minecraft ores.  When an ore sheep eats an ore, it will begin growing that ore instead of wool.  "Shear" the ore sheep by right-clicking it with a pickaxe.  Two ore sheep can be bred with any stone-related block to yield a baby ore sheep that grows one of its parents' ores.  While in creative mode, you can induce an ore sheep to grow an ore by right clicking the sheep with your ore of choice.