I would just leave them, they will often leave behind small amounts of tissue that will come back. Personally I only do a freshwater dip on Zoas, and only when I am being really careful - pretty sure they have something. Otherwise I do Iodine dips (Lugols), it is pretty much safe for everything, and most nasties will drop off.
o0xerog0o,
when people say dip, usually they are referring to Iodine dips, and yes it is to get off parasites. There are quite a few nasty bugs out there that are near impossible to rid your tank of once they get in. So it really is best if you iodine dip your corals before adding them. Even better is to quarantine. It took me months to get rid of my monti eating nudis, and I am still not sure they are gone, and that was with dipping.