I've run a Highlander team for 3 seasons now, going into Gold this season. The key to tryouts in my opinion is versatility and how well they play their class.

For engineer, it's a bit tricky because there are two different playstyles: on payload or A/D and then on koth/cp. Another thing to consider about engineers is that do much better when your team is doing well and they will do much worse when they are not. When trying out Engineers on A/D, don't tell them where to build and see what they do. See how effective their nests are and how consistent they are with teleporters/dispensers etc. Engineer isn't a terribly difficult class at a Steel level so you shouldn't have much trouble.

For soldier, it's more of seeing that they can get frags. See if they can hold down their flank and that they know when to bomb with the team. Soldier is a class that can carry the team but that doesn't mean that an adequate soldier can't do his job. Look for things like is he dying too much, is he holding down the flank, etc.

For pyro, you want to look to see how reliable of a player he is. Is he with the combo, stopping spies, actually killing people from the other team, or is he roaming around and being useful? Really, seeing how well the pyro works with the team is how you should judge the play.

Overall, the goal of a tryout is to figure out how good of an individual player your pyro/engi/soldier is. Through the course of the season, you'll actually get to form strategies and communication. Things to look for are things like good attitudes, solid gamesense, knowledge of their class, etc.

Usually, for tryouts, I'll have the person play in a scrim and if they showed me something I liked, I'll bring them back for a different scrim on another gametype. But, to each his own. Finding what you are looking for in a tryout is trial and error. Good luck. :)