Look for "puffy" heads and healthy looking tissue everywhere. They are very hardy corals and as long as they don't look like they're in death's door, they're very likely fine. I've brought some back that looked like there was no way possible to do so. While you don't want to start off with one like that, I mention it so you don't worry too much about health
Be prepared to spot feed them. Any other method is blatantly wasteful and will cost you more time, changing water due to nutrient buildup, than the spot feeding would take. A Sea Squirt works best, imo. It's like a baster without the large opening, thus preventing food from falling out. Get a good vitamin like Zoe or Selcon and soak your mysid in that for a few hours before feeding. I mix about 3 days worth up at once. More than that will stink bad before you're able to use it! As with any mysid, be sure to rinse in rodi to remove phosphates
Feeding frequency is subjective and, somewhat, personal preference. Some feed once a week (which I cannot do without serious stress to the corals), some 2-3 times and some daily. I have done daily and the results are spectacular. The issue is whether you're prepared for the flip side of doing so. Massive polyps, longer than any you'll ever see, huge colonial growth along with planarial spawning and gorgeous corals. The issue comes down to water quality. That type of feeding forced 30% weekly water changes, to keep my nitrates under 10. Three feedings a week should suffice, imo
I advise anyone entering this segment of the hobby to purchase a good nitrate test kit, preferably Salifert. Test before adding the corals, then the day after each feeding. You'll usually see a small No3 spike followed by a huge rise, soon after, as your bio filter loses its ability to cope with the new bio load. That's when you change the water; not before, since you need your bio filter to grow with the new load and not after; for obvious reasons. If you feed regularly, amounts and times, you'll soon achieve a balance where your nutrient rise will happen like clockwork. While this is vital to the survival of a nps dominant system, it's also key to keeping them, without problem, in a regular reef tank