Transplant them now, the sooner they get into their new homes the faster they can get growing again.

Hello. This is also my first time w/s'ing...so no expert here...but I've put out 3 jugs of columbine sprouts...about half had secondary leaves on the them, half just their primaries. I left them in clumps as I think it does less damage to delicate roots(?) I live in a wooded area and I've noticed many species growing almost on top of each other. Jack in pulpits transported by animals often end up in clumps as do others...unless you have a design that calls for one plant here and one plant there...I think separation is not necessary for plants. Maybe trees, shrubs need more space but flowers can wait to be separated until they get a bit bigger and stronger.

The conventional wisdom that you should pull out the weaker ones, so those left will be stronger -
I've never done this bec I don't have the heart- but as Adidas says, I never saw any damage by leaving them in clumps.
Depends on the look you want.
I personally don't put the seedling in the garden when they are very teeny. I like them to have about an inch of growth. Sometimes - as with Lobelia - which germinated SO lushly, I'm breaking them into clumps, and putting them in pots to get bigger, before I put them in the garden. A little extra work, but there are so many and they are so tiny.

In my experience, Zinnia seedlings are very easy to transplant. I direct sow a swath of the tall Zinnias every year, sow the seeds about 3-4 inches apart and there are always too many. I've had great success thinning them out and moving extras to a new location, even when they are up to 6-12 inches tall. Not sure about the shorter Zinnias.

As for most WS seedlings I usually wait until they're at least 1-2 inches tall to plant out from the containers. They are a little easier to establish with more roots. I plant them out in small groupings, and usually separate out the seedlings. But HOS works for a lot of seedlings too.

I have gardens all over the yard, and once plant out time comes, the seedlings are all over the place. I often have to do a lot of watering to make sure the babies get established, and often slugs are a problem too, because they love seedlings! Transplanting them a little larger might help them survive.

I planted foxgloves and columbine and ox-eye daisies out in clumps when quite small. The next year when they bloomed I couldn't believe how lush they looked. One bloom cheek to jowl with the next. It was lovely.

tempus, I like that look too. Plus it cuts down on weeding, and keeps the soil from drying out.