First check to make sure that you haven’t buried them too deeply or piled mulch up against the bark….this is a common mistake and slowly smothers the plant.  Brush away any bark and soil away from the trunks until you find the original soil that the plant was growing in and let the bark breathe…more on that HERE.  Also make sure your keeping them moist…it is very dry out there and extra watering is in order even though it is cool out.  Some yellowing on the interior is normal as the arborvitae grows so I wouldn’t give up on them just yet.