For most people, transplanting cucumbers is a waste of time. Reason: you generally don't make the harvest any earlier than direct seeding. Cucumbers are finicky to transplant and it's generally isn't worth it unless you are geowinf them in a greenhouse and know what you are doing. Commercially almost 100% of open field production is direct seeded (100% of greenhouse production is transplanted).
If it is warm enough outside, transplant them immediately. Don't worry about thinning them, give them a little bit more space per hill and they will do fine. Make sure to do it in the evening and water them well.