Dear Mr. "D" and S.D.,
This is a good question to discuss, because it can be very frustrating after you have been burned a couple of times. This can be a case of not only purchases at an auction, but even purchases from other hobbyists, wholesalers, even retail, etc.
First off use your common sense, look at the fish in the bag closely, before you buy them. If you are looking at trios of "Hap" type fish; Copadichromis, Protomelas, Sciaenochromis, etc., or any Aulonocara. species, size is your biggest clue. If they are under 2 inches, even 2.5 inches in some species, you are taking a risk. It is not hard to pick a male, it is the females that are going to give you the trouble. Young males can imitate a females coloring and behavior so closely that I know I am not comfortable sexing fish at that size. In fact, I know less than a handful of people that I would trust to determine the sex.
When buying groups of Mbuna it might be easier with some species when they are fully matured. The same rules apply, subdominant males can turn up in young groups. Other species can be tougher but using typical cichlid clues like length of fins and whether they are pointed or not. Egg spots are only a clue too, but sometimes the male's will be larger, more colorful and more defined.
Substrate spawners can be a whole different story. Generally speaking make sure the two fish are different sizes. Typically males will be larger than the females. Use the other cichlid clues we talked about previously, to help you sex them. Remember that fish don't pair up for life. Just moving a pair of egg layers from one tank to another can break the "bond". So you can imagine the shock of going through an auction. It is a risk, anytime you buy a "pair" in my opinion.
As a consumer you have to do your research, and as buyer you must be aware. If I was going to bid on a trio of fish in the auction, the first thing I want to know is, who is the seller? Most people put their names right on the bags. If not, ask the check in desk who brought the bag. If you don't know them, ask around, someone will.
Ask the seller the right questions.... Why are you selling this Trio? Has he obtained fry from these three?? Or are they sexed juveniles? If they have been breeding the pair or trio, find out how long. You don't want to buy a pair of Neolamprologus leleupi if they are 10 years old, and half blind. Think about it, if a one has a trio of producing Neolamprologus tretocephalus, you would be able to pay off the mortgage, and drive a fast car. It is the one of the most popular Tanganyikan cichlids ever, they are always in demand, have large spawns and bring in top dollar. No breeder in his right mind would sell his trio of "trets". Some things are just too good to be true, so use your common sense.
There are plenty of experienced people in the club, who would be glad to help you. Ask them to come and look at the bag with you, and see if they concur what the seller as claimed. Ask around about the seller, and talk to him/her yourself. If someone is not keeping up with their claims, it isn't long before everyone catches on. Most Cichlid people are very reliable, but unfortunately there are a few out there that are trying to make a fast buck, and don't care about the end user. A reliable breeder/hobbyists usually stands behind what they sell, and in Mr. D's case would gladly change out the males for the females.