O don't know how to establish a price
Obviously, something as rare as these won't have much of a sales history. Seeing as how there's several folks on this board who would be interested in purchasing them, your best bet would be to take some good pictures and put them up on eBay (or some other well known auction site). Judging by the interest shown here, there's bound to be several other people who would be interested that don't frequent Muppet Central Forum. First thing to do would be to figure out what the lowest price you'd be comfortable selling them for and possibly set a reserve price at that point. I don't often recommend reserve prices as they do have a habit of scaring off some potential buyers. However, in this case (not having a track record of similar sales to judge by), I think setting a reserve that you're comfortable with would be a good idea.
I could throw out a number based on past sales of other rare Jim Henson and henson related puppets and plushes, but ultimately, I'd be just an semi-educated guess on my part. You've got rarity, brand name, cult popularity, and Jim Henson relation going for you and only the slight condition issues and fact that while they are Jim Henson related, they aren't The Muppets that everyone knows of going against you. Like I said, I (or anyone else) could throw out a number, but it would only be a guess without a similar sales history to judge by.
Basically, it's all kind of up to you.
Wish I cold help more.
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