If the kids getting on their phones are not part of the group you are isolating/addressing...as long as they aren't a distraction to others, and they put them up when you are ready for them...don't sweat it. Not a hill worth dying on.
If they ARE part of the group you're working with, or you are addressing the whole band, give them a chance to save face, tell them to put it up. If you see it again, pick it up and hold onto it for the rest of class. Next time, it goes to the office. You may have 10 phones on your desk the first time you do this, but as time goes by...if you stick to your guns...you will have 0.