In ancient China mythology, which immortals were ridden by sheep?

There are five immortals riding sheep in Guangzhou, which is called the legend of five sheep immortals. One year, due to years of disasters, Chuting farmland was barren, agriculture failed, and people went hungry. One day, five auspicious clouds appeared in the sky. There are five immortals dressed in red, orange, yellow, green and colorful clothes, riding five fairy sheep of different colors, each with a rice with six ears in its mouth, and slowly landing in this city. The fairy gave the rice to the people, leaving five sheep, hoping that there would never be a famine here, and then flew away. It is Guangzhou.