The first amendment guarantees their right to protest in a public place (which the jefferson memorial is). It is a police officers job (or any other law enforcement officials job) to direct protesters to free speech areas if they are protesting in a public place that has been designated off limits for protesting (all public places designated off limits for protesting are required to have a "free speech area").
Considering the officers did NOT direct possible and actual demonstrators to this area, and instead just threatened them with arrest or actually arrested them, that makes this unjust. If there is no free speech area designated, the law disallowing protesting inside the memorial is also unjust and unconstitutional, which they absolutely without a doubt have the right to protest freely about, guaranteed by the constitution and years of case law, despite what any lone judge or cop says.
And, no matter the law at all, I find it incredibly hard to believe that Thomas Jefferson would support his own shrine being off limits to public protest, at least in the form of a peaceful protest. If they were burning things or smashing **** with hammers or shoving people around, the cops, judge, and justice department may have a point. But they werent, and they dont.