It is not possible to sex sunfish at a glance until they are sexually mature (and it can sometimes be tricky then). Some fish mature at small sizes, so look out for changes in coloration or behavior.
Sunnies change color in response to their surroundings, as well as social cues or stress. Dark substrate and background, clear water, moderate lighting, and lots of plants, driftwood, or other cover seem to bring out their colors best.
Some sunfish just never look that bright in the tank though, and I'm afraid bluegill are the number one offenders there. I've seen some pretty bluegill outdoors, but never in a tank. Do you know if your fish are coppernoses? I've never seen them kept in tanks, so they may not be as drab as northern 'gills.