You can kill them right away, no consequence at all. Or you can do their quests, Hexxat's quests won't make you lose any reputation, not sure for Dorn's, haven't done all of those, several sources do state you won't lose any reputation for doing any of them as well, keep in mind that having Dorn in the party costs you 1 reputation, the same way you get penalized for having Viconia in the party. Also, Keldorn and Anomen hate both of them, game won't allow Keldorn and Dorn in the same party at once, and Keldorn will kill vampire Hexxat, Anomen will have a battle with both very soon as well.
It seemed that Dorn's first quest was to kill a Paladin in the Order of Radiant Hearts. And as my pc is a Paladin, I couldn't really do that. He was fine in Baldur's Gate 1, as long as my reputation didn't get too high.
Just finished his questline, his second quest does make you lose 1 rep point, you have to slaughter an entire camp of Paladins on a new map location. 3rd quest is just killing demons/devils, no loss of rep.