It happens, at least now they will get treated and get better. I would give them a good going over to make sure they didn't bring any other mites, or lice with them. I would also probably get a fecal done to check for internal parasites, or go ahead and worm them.
If you have other birds...
Pictures would be helpful. Those crusted lumps are the detrius that is left by the mites, and it can be really hard, like concrete. It may take some time for it all to come off. You want to remove it, but not to damage any of the tissue underneath. So I would do regular soaks, you can use a...