The most common and most likely answer to this crossword clue is the 11 letter word SLEEPY-HEAD
I've seen this crossword clue in Independent
S
L
E
E
P
Y
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H
E
A
D
Buddy explains!
The straight part
We know that "Delay sheep jumping – I won’t need them!" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case delay sheep jumping – i won’t need them! = sleepy-head.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.