That mostly depends on how old the sheep is. Katahdin lambs don't really need any finishing as they are going to be pretty tender anyway. We send 90-100 pound lambs to market but keep them for ourselves until 130-150 pounds.
The simple answer is to get more weight you have to get them to eat more. Up to about 90 pounds or so they are pretty efficient in converting grass and feed to lean meat. After that it slows down considerably and if there is too much food available you are going to be adding more surface fat and less meat gain.