I think it's only natural to assume that Zoro knows how to use haki after training with Mihawk. Not so sure about Sanji since he didn't receive direct training from Ivankov.
Tho when Caribou attacked Otohime Sanji stated that he wanted to kick him himself meaning he should have achieved haki giving Caribous logia.
Well to escape the Okamas he self taught himself one of the Roukishki (Teh fighting style CP9 used), the "Moonwalk" that lets "walk" in the air so he might aswell teach himself CoO to see them coming.