Be gentle. To address the original question, yes, quarantine and be very careful about water parameters. Expect these fish to be more likely to have additional health complications and be more susceptible to disease. The dyes tend to suppress the immune system and can lead to premature organ failure and a higher likelihood of tumors. If you do see tumors or odd growths on the fish, then you will probably need to be ready to euthanize the fish. Clove oil is the best method that I know if it comes to that.
People here are very passionate about tattooing fish and I agree with the logic of not buying them, however nobody is or can force you to not buy them. I personally prefer to inform the shopkeeper that I refuse to purchase anything from them until they stop the practice of selling tattooed fish but from the sounds of things, your lfs may not be responsive. You could make an argument that if you bought them all, then at least all of them would have a good home, but the reality of it is, the shopkeeper will likely order twice as many next year. If this is a practice you truly wish to stop though, it'll take legislative action, so figure out who your state lawmakers are and write to them. It may take a bit to get their attention so maybe find out who has a higher rating from some of the saner animal rights groups.