They will eat them dry although I have always fed my pigs wet feed. They seem to enjoy it more and it cuts down on the amount of water they drink in the day. I always mixed a bag of rolled barley along with the pig nuts and steeped it the night before then fed it to them wet in the morning. Depending on the time of year/size of pig I would sometimes mix in a bag of "yellow meal" rolled maize. They seemed to love this.
I have heard that oats steeped with a mix of water and molasses is a great finisher for pigs also.
Good luck!