If it is really serious, ie. Damage to other fish/other fish cowering in a corner of tank or behind the filter or the like, then take him back, if it seems like he's just chasing them from his territory and not hurting them, you may want to just isolate him to another tank for a few days then reintroduce him? Observe your fish well and make a decision based on their behavior. Also if you return him keep an eye on the other two, if they don't pair you might also get a bit of problems with them.
I think I will leave him separated for a few days as suggested and then try again. It would be a shame to have to return him. I will be picking up a few more on payday. Hopefully this will minimize the aggression. (at least until (if) they start to pair up)
Thanks for all of the helpful comments. I really love angels and want to be successful in keeping them.
p.s. my little fishies will be re-assigned before the angels get big enough to eat them!