When we read/here that zoas and palys are extremely hardy, the reference is to their ability to adapt to most lighting schemes and their ability to handle less than perfect conditions. In short, they are nearly indestructible. Their weakness however is when they are in transit. They are very susceptible to slimming and BI. Many reefers ship 2 day as it is cheaper and the frags can and will survive with proper oxygen and near stable temps. Depending on just how cold they were when they arrive, as they can and will survive cooler water but not ice cold, they might survive and recover completely. Did you check the temp in the bag upon arrival? If so, do you recall what it was?
The retraction you are experiencing is normal, it is stress related and all you can do at this point is place them in a steady or oscillating stream of nedium not over powering current, run your actinics only for 2 or 3 days until they open, do not allow them to touch any other corals in your tank and just allow them to recover. There is nothing else you can do. I wouldn't try to glue anything right now. As Finn stated above, anything you do now, will further add to the stress they are so desperately trying to recover from. They will slim during the recovery process, which is why current is so important in removing the slim off the frags. If the current is too strong, that is not good, it will prevent them from expanding. I wouldn't touch them with a tooth brush either at the moment.
I would give them a few days as the wait & see approach is best for now.
Good luck my friend.
Mucho
PS. OOPs, I didn't see your mention of the dip. Dips are helpful but also semi stressful yet tolerable. I would dip later, but right now all this colony needs is stability, almost like rest after an injury. I have seen this many many times when I received corals that were ship perfectly and in bad conditions. My concern for now is just how cold they were when they arrrived.