First of all, Welcome to CichlidFISH.
Caboose is right. As with any new acquisition for your tank, your Oscars are just skittish from being in a new environment. Keeping your lights off for a day or so will help them get used to it.
If your lights still bug your Oscars after that, read this:
http://www.cichlidfish.com/portal/forums/showthread.php?postid=98912#post98912
I posted the method I use to reduce the brightness, but there's a few other ideas there too. One may work for you.
We got our 2 at the beginning of Nov., so our pair are larger than yours.
Ours are fed 2X a day(or you could say 3x). The morning feeding is pellets/FD Brine Shrimp/FD Krill.
Evening feeding is in 2 parts. I'll hand feed some frozen brine shrimp/plankton, prawn or salmon pieces first... then about 2 hours later, I'll feed them a few king-sized meal-worms.
They both know they have to approach & touch my hand or allow themselves to be touched before they get fed.
Blondie's got it down pat. In fact she's gets a little
too eager sometimes - rushing forward and mistakenly grabbing the skin in between my thumb & first finger looking for the worm.

They're getting big enough now that it feels like someone grabbing my skin lightly with a pair of pliers. The nips are not breaking the skin, but I can definitely feel the roughness of Blondie's "lip teeth". I hope that she calms down a little as she gets bigger or I'm gonna start gettin marked by her enthusiasm.
Rajah is still somewhat hand shy - after a month of "training" like this, he's just now lettin me very briefly touch his tail, side or under his jaw.