We just had the same situation of getting a weanling filly and, trying to fit her in here.
This is what we did and it worked GREAT.
We stalled her next to a mare and her baby so, they could become friends over the wall first.
for safety.
Then we turned her out right next to the mare bands field. The other babies and mares were very interested in her so, they all hung out at the fence line with her.
We did this for a good two weeks for safety.
Then, I turned her out with her with just the mare and baby she was stalled next too...it went GREAT. Then, I gradually added mares and babies...and, now they all do GREAT...and, its funny because she is so not at the bottom of the pecking order...she blended in wonderfully. Not one mare was aggressive with her...infact by the time she went in with the herd...they were grooming her like an old friend!
I would just go slowly, and keep a close eye on the situation...but, it can be done safely for sure.
Our mare band goes out in the morning after breakfast and, comes in at dinner...so, no feeding issues either.
Good luck,
Lis