We already have optical spectra from follow-up observations for some of these candidates. These spectra indicate that the objects are normal red dwarfs without any obvious sign of youth, which could otherwise possibly explain the infrared excess. New midinfrared imaging with [the] James Webb Space Telescope (JWST) or sub-millimeter maps from ALMA [the Atacama Large Millimeter/submillimeter Array] could tell us whether we are seeing a single object or a superposition of two, as in the case where the infrared excess comes from a background object.
However, provided that the optical and mid-infrared flux is coming from the same object, then one really needs to do midinfrared spectroscopy to pin down the nature of the infrared excess. If the excess is due to dust, then one expects to see emission features that reflect the composition of the dust. On the other hand, if the excess is caused by a Dyson sphere, we expect to see pure continuum radiation. JWST's Mid-Infrared Instrument would be the perfect instrument for this.