GGirl, congratulations on your new fur babies!!
Did the rescue say what they dewormed them with? I know with some dewormer they need to do it more than once.
I adopted two kitties last year from our local OSPCA, they were dewormed there too and we found a tapeworm on Kasey the night we brought him home.
Our other kitty, Roxie developed stinky, bloody diarrhea a week after we adopted them and we tried all kinds of different food and nothing mattered. Kasey had mostly normal poop but would have a runny one every once in while and they both had gas as well. We did fecal samples more than once that came back negative for parasites etc. I switched vets and when we did a final fecal they came back positive for clostridium bacteria. We did a round of metranidozole and they cleared up.
We did a full PCR fecal analysis that checks for parasites and bacteria. We also tested for tritrichomonas foetus.
I would do both. Get them checked out at your vet and switch their food. A good quality grain free canned is a great place to start.