Agreed, do not cover them to stop any behavior, that's not the answer, nor is it going to help them settle-in to their new home, nor start feeling secure and safe, as covering them is just going to isolate them from their new surroundings, and you can actually make the screaming worse as soon as you remove the cover. That's not a cycle you want them to get started on, because you'll get to the point that you'll never be able to have them uncovered...Just remove the cover, leave them uncovered, and going to have to deal with the screaming for a while. Usually when it's due to a new home, new surroundings, new people, etc., it will stop within 24 hours, but covering them will only set that back. They need to see their new surroundings, people, etc.
***Where do you have their cage/cages located? Are they in a "back room" or "spare room", or in a place away from the "action" in the house? This could very well be the cause of their screaming, especially if they are in a place where they can HEAR YOU, but NOT SEE YOU! This is one of the main causes of screaming birds, they want to be among people. It's one thing if you're not home, but if you are home then they know that you're there, that there are people in the house, they can both sense it and hear you, but if they can hear you but not see you, this often causes chronic screaming.
Try, at least for the first month or so, moving their cage to whatever room of your house is the room where the people of the house spend most of their time when they're home. Usually this is the living room, family room, TV room, etc. Even if you're not going to be paying them "direct" attention, just being in the same room as you while you're watching TV, reading, talking, playing games/video games, eating meals, etc. will not only make them feel comfortable, secure, and safe, it also makes them feel like they are a part of the "flock"; realize they are flock animals, and want to be with the rest of the "flock". Also, they are going to be much more likely to want to entertain themselves while inside of their cages, playing with their toys and foraging activities while in your presence. If they are put off into a spare bedroom or a bird room or something away from where the people are, they tend to be distracted by not being a part of your "flock", and they often totally ignore the toys and such inside of their cages.