Sounds like you listened and now you know and that's enough I'd have thought. I'd just be prepared to talk if I thought they were having relationship troubles and try not to be 'on their case' about it. They're navigating their world and unless it causes them any heartache or confusion or they start 'hating' on their bodies, I'd just leave them be.
I planned to tell my DC that I was also non-binary if either of them told me this. I could totally think of myself in that way.
I'd tell them that they could still call me Mum and use she/her pronouns because I appreciate it would be difficult for them to use different ones after knowing me as she/her all their lives. I would also say that I honestly don't mind if other people use she/her too as pronouns aren't a big issue for me personally. I'd explain that my sense of being non-binary is an intellectual and personally-held concept that requires no external validation but just gives me a framework within which I can explain my own gender non-conformity.
As far as their sexuality is concerned, if they had said they were pansexual, I could also admit that I believe I might be too. My own 'settled' life means I have no opportunity to 'prove' my sexuality to anyone these days. There absolutely should be no pressure to practise or demonstrate what you 'are' to everyone else. I would discuss how I actually might describe myself as pansexual even though I've only had 3 serious relationships, all with men and am happily ensconced with their father and have been for over 20 years with no plans to express my sexuality with anyone else, whatever their gender/sex - but that doesn't make me any less pansexual.
If they queried any of this, or said 'why don't you 'declare' your non-binary-ness' or dress/present any differently, I'd just say 'I don't owe you androgyny' and that my mere existence is a living example of non-binary-ness because that's what I am. I'd say that I also fully accept that my sex is 'female' and that I don't need to deny that in order to believe I am non-binary.
Obviously if they came out as 'gay' or 'lesbian' or 'bisexual' we'd just bump along as normal and I'd just be my usual nosey self whenever they demonstrated any 'mentionitis'. And I'd give them the same boring lectures on respect, not putting up with any bullshit and safe sex.
But both my teens seem to be carving quite heteronormative lives (at the moment, although I'm not grilling them on their love lives!) even though both of them don't conform to rigid gender stereotypes.
My hope is that this would help them understand that your sense of who you are is an intensely personal thing that doesn't collapse if other people don't 'buy into it'. I think good mental health is potentially put at risk if you constantly seek external validation for your personally held beliefs.
Best of luck. All we want is for our kids to be happy. I think it's complicated out there at the moment. The biggest gift I'd like to give my kids is a sense that life is one long voyage of discovery. Don't fixate on 'being' one thing or 'identity'. Concentrate on developing your talents, skills and understanding - constantly.