I agree with Pam that you need to wait until the fans are a bit bigger before transplanting. You want to have a good root system before planting out in your garden. Mine usually get their roots all tangled together (since I grow 3-4 seeds per cup of the same cross). But I am able to tease the roots apart to separate all the daylilies in each cup. You want nice roots and good foliage before transplanting (to ensure survival).
