Ewe's Quilting has a free BOM named Wooly Wishes. The sheep in it are really cute. You might want to enlarge 1 of them as a center and then do some borders. Sorry, I don't have anything for Mary.
http://www.ewesquilting.com/bom_wooly_wishes.php
Edited to add: I love this pic of your theme. It could be printed on cloth.
http://www.mothergooseclub.com/rhyme...=animal&id=134
This is a cute pic too.
http://myglitterbug.com/shop/nursery-rhymes-mary-lamb/
Another cute pic.
http://www.photoshopcreative.co.uk/i..._a_little_lamb
I don't know if any of these are what you are looking for but maybe???