Just review the characters they produce carefully and suggest changes.
There are actually three dangers here.
1) Characters that are underpowered, useless in the campaign.
2) Characters that break the campaign because they have a power build you didn't take into account.
3) New players stumbling onto broken parts of the game, and getting so excited that they exploit them ridiculously.
1) My first character, Senior Suave, a speedster that can control friction. Underpowered, useless in a fight. Hero System isn't set up properly to create such a hero.
2) My fourth character, Astrocat, an alien being that could "reveal his aura", massive bonus to presence, cost endurance, highly visible, might have required concentration, don't really remember, end result was that villains had to face something like a 14 die presence attack to even attack the party.
3) My third character, Nine Tail Fox, Multiform and Duplication, used to such a ridiculous extent that even though he was a modest point character, he really didn't need the rest of the party. He had a form for any eventuality.
So really, review the characters and suggest changes. Be patient. Don't punish players for discovering a loophole. Get buy in for the campaign. "It would be more fun to fight through hoards of the agents of Scorpio-hotep. Get rid of the presence attack." If you're all working together to create a fun story, problems with the system won't become problems with each other.