For a basic diode test since you have them out of the case, put the ohmmeter in ohms mode on the lowest scale; a good one will read something one way (the conducting direction) and not read anything the other way. When I say 'not read anything', the meter reading will not change from what it reads with the leads not connected. What the meter will read in the conducting direction depends on the meter itself; some will read a low resistance value, and others will read a low voltage value.
If one reads some low value in both directions, it sound like it is shorted.
As asked, what were the symptoms? Low voltage?
