The first set of leaves that develops on hollyhocks are called the seed leaves or cotyledons. You should wait to transplant the seedlings until they develop another set of leaves. At that stage, they will be very tender and will require extra care if you transplant them directly into the garden. It would help to transplant on a cloudy day with little wind so they don't dry out at all or scorch in the sun. It would be preferable to transplant them into slightly larger containers first, let them develop new roots in the containers, then transplant them to the garden. But if you're careful and attentive to the seedlings you can transplant them directly from the seed-starting pot into the garden.