They seem fine from what I'm seeing, so as far as constant supervision, if you're not in a high prey area, then they might be fine. (When my chickens are out, I have to watch for loose dogs and stray cats.) If you're going to be home, I'd peek out there every once and awhile to see how they're getting along, but beyond that, it might just be them adjusting so I don't think there's anything to be worried about. Once he's officially become a member of the flock (by their standards), then I think he'll stick right with them besides occasionally finding a high place to crow and watch for predators from.