It takes a while for them to orient to the reef. They like smooth surfaces and rocks don't give much of that. They also take to a smooth broad leaf sea grass such as caulerpa if an anemone host is not available and will munch on or eat feather caulerpa. If you used a suitable sized cup, pipe or pot they could get inside of, that can help them adjust. This is best accomplished in a QT tank first to get them used to the pipe or cup and then move them into the reef. Percs are notorious disease carriers, so a long QT is always wise with them unless you have a very good lfs that makes sure they are really clean first. My Ocellaris preferred the maxijet as their host when no other was present and my Percs host inside a 4 inch pipe. They tend to stay away from the reef rocks for the first month or so unless they were raised in with such structure. It is common for them to prefer the black acrylic of the overflows too when not in the presence of a host anemone of an accepted species. Wet web media is correct, no worries if thats all it is and they eat well.