Spring-sold lilies shouldn't be dug in the spring for shipping. They are dug the previous fall and stored under refrigeration to keep them from sprouting. If your bulbs are sprouting when you get them they need to be planted, not necessarily in many pots. A big box(es) will do, where there will be slightly moist soil under and over the bulbs, then keep them cool in the dark for careful transplanting to the garden. You will want to be careful to not break off the sprout or roots if you can help it.
Can you tell us the names of some of the lilies you are buying? Just curious here
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Here are a few of the lily mail order places in Canada: The Lily Nook, S-W Gardens, Valley K.
