First off, congrats on getting your bees, I know how long you've been waiting and how forward you've been looking to it....most importantly, enjoy it and don't stress too much about any decisions you make.
Understand, there's no right or wrong answer, I'd just take in everyone's advice and at the end of the day, do whatever feels right to you and don't give it another thought. :)
As you know, I'm only a few months into being a Beek and while I started with 2 Nucs and have collected 10 swarms and a cutout to date, I've never done a package. So take my advice with a grain of salt. :laugh:
I was about to suggest putting them on the foundation, but I'm just realizing that's plastic. So, I a little less enthusiastic about that recommendation....but still "think" I'd go that route. As for trying to keep them anchored, the only advise I'd offer would be not to get into too much of a hurry to realease your queen. Depending on they ship time, I'd consider leaving her for a good few days before even exposing the candy, they leave her for another few days before checking on her.
Good Luck, and enjoy your bees! :)