I would add fertilizer. I was taking a gardening class with a friend and the lecturer (who was a long time master gardener) told us to never buy transplants with yellowing Cotyledon leaves. He stated that when the leaves yellow the plant is using its energy reserves to survive. (I don't know if this is true or not but that is what we were told)

While I rarely use fertilizer, I would in this case to help the plants.

It is completely natural for the Cotyledon leaves to die once the new leaves take over feeding the plant. The Cotyledons are there to feed the plant while it's developing it's first roots and leaves. When it's job is done it dies off because the plants don't need them anymore.

Never buying transplants with yellowing cotyledon leaves is good advice because for transplants, most of the time a younger plant will do better for you than one who has spent too much time in the cell pack. Too much time in the cell pack results in root bound plants that will not grow well, or if you try to break up the bound roots, then you break the roots which stunts the development as well. (Although you are better off breaking up the root ball than leaving it bound up.) A young plant won't have these troubles and will size up quickly once planted in the ground.

Hope that helps!
Susan

Totally normal if all of the other leaves on the plant are green and healthy it's nothing to worry about these leaves aren't true leaves and they're only meant to get the plant started once the plant starts to get more of its own true leaves a lot of times it will stop putting its energy into those first leaves which will then cause them to yellow brown and fall off. Mine always do as long as the rest of your plant looks healthy you have nothing to worry about. I don't know about all of the plans but I do know broccoli in particular are heavy feeders and do require a lot of nitrogen so if you just transplanted them you might want to give them a little bit of fertilizer but don't stress out the coating they're meant to die eventually.