According to Carson
Carson says little about the cultural or other background to the parable in Matthew, though he argues that the reference to the sheep “wandering away” suits the pastoral setting of the parable and should not be understood as signifying later apostasy from the Christian community.
He devotes considerable attention to the matter of the “angels” referred to in the verse immediately preceding the parable, verse 10 (considering verse 11 as lacking good manuscript support). He is reluctant to consider the “angels” as a reference to angelic beings and writes, as one of his reasons, “Nowhere in Scripture or Jewish tradition of the NT period is there any suggestion that there is one angel for one person.” Although he recognises that there are references in Scripture to angels in connection with believers, such as in Hebrews 1: 14, he believes that “the most likely explanation is the one Warfield … defends. The ‘angels’ of the ‘little ones’ are their spirits after death, and they always see the heavenly father’s face … their destiny is the unshielded glory of the Father’s presence”. He concludes that “The evidence though not overwhelming, is substantial enough to suppose that ‘their angels’ simply refers to their continued existence in the heavenly father’s presence.”
One of Carson’s concerns is the idea that for every believer there is a guardian angel. However one could still hold to the view that angels have a special concern for believers without subscribing to that specific idea. Indeed, as the writer of Hebrews puts it, “Are they (angels) not ministering spirits sent out to serve for the sake of those who are to inherit salvation?” And as already mentioned, in Luke Jesus follows his telling of the parable of the lost sheep with a comment on the joy before the angels of God over one sinner who repents (Luke 15: 10).
Might it not be, as expressed in Matthew, that “their angels” are the angels of the little ones, in the sense simply that they have a special interest in the salvation of these believers, these little ones? Additionally, it may well be that in the comments being made by Jesus in Matthew 18: 10 and Luke 15: 10 we are being given information concerning which people were previously ignorant.
 For Carson’s comments on the parable and its setting see Carson, D.A., “Matthew” in Matthew Mark Luke, The Expositors Bible Commentary, volume 8, Zondervan, Grand Rapids, MI, 1984, pp. 395 – 404