I have been very much of the "throw them in ASAP" variety, but I am
seriously reconsidering. Nothing ugly happened yet, but I just don't want
to loose any of the fish. So I will install a quarantine tank.

Maybe it's also worth discussing how long they have to be in there... some
deseases only become manifest after 6 months or longer, so it's still a
question of "how lucky do you feel", but the risks must be much smaller. A
"control" fish seems to be a good idea as well.

Another thing I learned : be very careful with plants... they are the
ultimate breeding place for lots of critters, and it may well be that more
parasites/leeches are introduced to ponds via the way of plants than through
fish ?