Some dogs use their paws to hold to rmb's but none of mine do. They just rest them on the floor and as they crunch on the bones they break pieces of meat and bone off into their mouths which they then crunch up further and swallow. I should get a video lol.
I usually hold Benji and Malachi's rmb's for them while they crunch on them and pull the meat off because they are fast eaters. I think its a good idea to hold them at first for all dogs because it teaches them how to eat them.
Yes lamb bones are great, I feed lamb chops and lamb breast (the breast meat attached to the rib bones).
Edited to add: Actually I WILL get a video, watch this space