nice-looking fish!
the "yawning" you see is the fish trying to loosen the cuticle around their faces so they can shed. shedding is a normal part of the life of these fish (as well as most other scorps). their sedentary lifestyle causes them to become covered with various critters, algae, and the like, so every so often, they'll shed their cuticles.
as for catching "cooties" from feeders, it's definitely possible, so you shouldn't feed them any obviously sick fish. this is true even tho these fish tend to be resistant external parasites (i can show you an old pic of our volitans with a serious case of ich).
we feed our Rhinos (and other preds) 3x a week (M-W-F), and they will indeed learn who "the food god" is and will fall into the routine, and even beg on the "proper" days. just feed the fish until you see a slight bulge in their bellies and they're good to go. if they were shipped to you, they may not have eaten for a few days, so they may be hungry once they get situated.
oh, and do keep an eye on their lower lips to make sure they don't become infected. they don't seem too bad, so the chances are they'll heal easily.
welcome to the Rhino Club!