The teeth on the jockey pulleys are pretty worn, but I don't know how much urgency there is to replacing them. They just get pulled around by the chain under low tension, and many early derailleurs had toothless pulleys. Wouldn't hurt to take them apart and clean/relube them, though!

You mentioned the cassette "isn't that old" -- it's a good idea to replace the chain right away when you install a new cassette. Otherwise, the worn chain will quickly wear the cassette to match its condition.

@Jeff Wills, how many miles on that 42T?