Ruggero is correct in his assessment of Coccidia and treatment vs. cure. I haven't seen the same results he cites with regard to treating Coccidia with Fenbendazole (Panacur), but I will try treating that way next time and see what happens. Coccidia infection is really not normally an emergency situation, so I'll have ample time to try Fenbendazole first and see what results are produced, then if that is unsuccessful, treat again with Sulfadimethoxine (Albon). I have successfully eliminated Coccidia a number of times with Albon in conjunction with strict cage hygiene.
Another thing that Ruggero has correctly stated is that Coccidia will be self-limiting with good cage cleaning regimen. They are a direct life-cycle parasite, and depend upon being able to re-infect the host. They shed oocysts which are eliminated in the feces, then the young reinfect the host by contaminating water, food, etc. They have a finite life span, so if the young are not allowed to reinfect, the adults die off and they limit themselves. This can take some time...the drugs accellerate the process. Most snakes with Coccidiasis are asymptomatic. Some with extremely heavy loads may exibit symptoms such as diarrhea, anorexia and possibly death. In cases where the snake is exibiting symptoms, treatment is necessary because the deterioration of the host animal can be fairly rapid.
In any treatment for Coccidia, strict cage hygiene is critical.
The reason that Rugerro mentions Cryptosporidia is that they are, in fact, Coccidians. In reptiles, they do not seem to respond to any of the conventional treatments, however. Cryptosporidia infection in reptiles is usually fatal. It is thought that these protozoans are benign and, in fact, usually present in small numbers in healthy reptiles, but in stressed or immunodepressed individuals they are able to multiply in large numbers and overwhelm the host. Once again, cage cleaning is a key factor.
I have not tried any of the other drugs that Ruggero mentions.
As to whether your Leopard Geckos actually need treatment is going to depend on how heavy the load is. Normally, if I do a differential fecal floatation and find 5 or 6 oocysts (on average) xfield, I will treat. If I see 1 or less xfield (on average) I don't treat. The problem with your Leos is that they are juveniles and very small. Dosing is difficult and critical in small juvenile animals like this and really should not be attempted unless you are very experienced in calculating dosage, diluting and administering meds to very small animals. Unless there is a very heavy load I would be more inclined to concentrate on keeping a sterile environment for them and try to limit them that way. If they are feeding and otherwise acting normally, then they should come around. If they aren't feeding (sometimes a problem with juveniles), then you may want to get a vet to help you devise a "cocktail" of meds combined with food and supplements to force feed them. I have successfully used strained baby food mixed with pedialyte and meds, fed with an eyedropper or syringe in the past.