I dump the water from the bag and the coral into a bucket, then add coral RX. After that, I look for any pests that fall off (benefit of using a 1 gallon white bottomed bucket). If I see none, I throw them right into the tank. If I see pests, I make the decision to toss the corals or QT. Usually toss them b/c I don't have the time/patience to QT. I don't dip with interceptor. I've had red bugs once, and they were super easy to eliminate. More of a nuisance than a real harm to corals.
Remember, a lot of corals are exposed to air (temp changes) during tides. They are A LOT more hardy to conditional changes than we give them credit for, IMO.