I can't find a screencap of this character just yet, as the movie was released only very recently. But every now and then in scenes set backstage at the Muppet Theatre, there's a sheep chowing down on some non-food items, either in the background of the shot or at the very end of the scene. It's just a little (ADORABLE) sight gag.
Is the sheep a character from past Muppet films or TV shows? Does it have a name? As far as I can tell, it isn't one of the sheep listed here. So who is our little sheep friend?
Found a screencap. I'm not sure which iteration of the Muppets this screencap is from, but it sure ain't the 2011 movie. The sheep in question is blurrily visible on the second level in the background, just above and a bit to the left of Kermit's head. It appears to be gnawing on a cowhide.