Its probably all just a bit of a shock to them.
remember they will have been kept in a fairly constant temperature all of their lives, (around 21C)
So suddenly being outside, with lower temperatures, differing light levels, wind etc especially when their feathers are still growing back in is going to make them eat a lot more just to keep warm.
They've eaten the same thing probably all of their lives but they will quickly pick up on eating spiders, worms and other food types etc, it just takes a bit of time.
Once the feathers are back they should be ok