You may have trouble finding info. I sure did. I spent some time researching native california cypress for bonsai and found very little info. I bought a Tecate Cypress for the native species contest, but I could only find pictures of three Tecate Cypress bonsai online, and one of them I highly doubt is a Tecate. The bark looks wrong. The juvenile foliage looks wrong. So there's some potential misinformation out there. I think the trouble with these species is that they're kind of rare, and the majority exist on protected park land, so there aren't many potential yamadori to entice interest in learning about them for bonsai. And nursery stock is hard to acquire.
But of the three you mentioned, I think Pigmaea has been used somewhat? It's from the same part of the country as Monterey Cypress, which is probably the most bonsai'd hesperocyparis species. I've also seen a number of threads on Arizona Cypress, so they may be more studied too.
If someone has extensive bonsai knowledge about these other natives, they haven't made it available online yet. I'll second your request: because if the info exists, I'd sure like to get some tips with mine!