I think they might be dumbfounded at first, and will have to take in the reality they see and meditate on it. than instead of stimulating another stream of followers, they would encourage the people of the 21st century to use the technological and intellectual tools they have developed to stabilize pressing issues, and to make a healthy transition into the future.
I dont know if they could mentally identify enough with the reality they would find themselves in, in order to give practical advices. the consumption culture of the 21st century would have a hard time coping with long sermons and parables, and soon enough Jesus and Siddhartha might find themselves alienated. but if indeed they turn out to be figures who were anachronistic in their own times, with a great vision and understanding of the unfoldment of events, I assume they would want to experience and study the times they would find themselves in, instead of necessarily preach of formulas for a better tomorrow, in a time of public rights, maybe 'Give to caesar what is caesar's' will not fit.
who knows, maybe they would become politicians, diplomats, or scientists, or all of the above, or perhaps they would disappear into the urban jungle, and retire to a modern Zen life, and leave us no commentary of our condition.