Well, I would give it a few more days so they can fully acclimate. Do you have them in a lowish flow area on your sand bed? On a side note, they may be open during the day when you aren't looking. My hermits and urchin love to hang out near my favorite zoas and it seems like every time I look at the tank they are closed. Do you have a large number of clean up crew that like to hang out near your zoas?