It doesn't take long for Yoda and Windu to interrogate Teem and Dod, neither of which seem willing to fold to anything they can come up with.
They don't want to head up to Palpatine immediately, since he might suspect something. So they waste time for a while, talking to Antilles, who seems innocent, for a Senator, and a few of the others who were marginally involved in recent events.
After a while, they're prepared to head up to Palpatine's office, with the few pieces of information on Teem and Dod they have, and hope he lets something slip while pretending to help them.