weaning off of grain

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I have 5 wethers and 1 doe, ranging from 2-5 years old. I got 4 out of 6 of them when they were 8 weeks old, and the other two I got when they were just a day or two old as bottle babies. Ever since I got them from their breeder's, I have been told to keep them on grain. Lately, I just feel like...