Answer: To help with transplanting recovery, first make sure you did not plant them any deeper than they grew before, I mention this because sometimes the soil settles after planting. If planted too deeply, they will die.
Azaleas are shallow rooted and fairly easy to dig as a rule, so I hope you were able to take the entire root ball with each plant. If you left roots behind, you should trim them back now, trim proportionately to compensate for the root loss.
Use an organic mulch such as pine bark about two to three inches thick over the root area. Do not layer it thicker than that, and do not push it against the stems.
Water as needed to keep the soil evenly moist like a wrung out sponge. It should not dry out and it should not be sopping wet. To know if you need to water, dig into the soil with your finger. If it is still damp, do not water yet. When you do water, apply it slowly and thoroughly so it soaks in deep.
You might also give them a top dressing of good quality compost along with a slow release fertilizer for acid loving plants such as Hollytone. Read and follow the label instructions.
The pale/small foliage could be partly related to too much sun and/or dry soil, or it might have been due to poor rooting. It might also be related to iron chlorosis if the soil pH is not acidic enough, or due to lack of nitrogen, or equally possible, due to lacebug damage. Since there are so many possible factors, I would strongly suggest you take a sample to your local county extension and ask them to help you figure out what caused the poor color. You might also want to run some basic soil tests to check that the pH and fertility levels are adequate for azaleas in the spot where you planted them.
Good luck with your azaleas!
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