Spirit
References
First Season:
Greeley, R., P.L. Whelley, R.E. Arvidson, N.A. Cabrol, D.J. Foley, B.J. Franklin, P.G. Geisler, M.P. Golombek, R.O. Kuzmin, G.A. Landis, M.T. Lemmon, L.D.V. Neakrase, S.W. Squyres, and S.D. Thompson,. Active dust devils in Gusev Crater, Mars: Observations from the Mars Exploration Rover Spirit. J. Geophys. Res., 111, E12S09, doi:10.1029/2006JE002743, 2006.
3 Seasons:
Greeley, R., D.A. Waller, N.A. Cabrol, G.A. Landis, M.T. Lemmon, L.D.V. Neakrase, M. Pendleton-Hoffer, S.D. Thompson, P.L. Whelley, Gusev Crater, Mars:Observations of three dust devil seasons, J. Geophys. Res., 115, E00F02, doi:10.1029/2010JE003608, 2010.
Opportunity
Opportunity didn't see any for the first several years. They have detected a few in the last year or so, but they had to process the heck out of the images to see them. Meridiani is so flat that Opportunity hasn't had a good vantage to see them really well, the contrast against the background sky instead of background surface has made observations difficult. Also, Meridiani doesn't seem to produce many or there is less dust coverage on the surface so the dust devils would be sediment starved as well - making it really hard to lift enough material to see them. The region covered in the last part of the mission may be more dusty..