We report a combined valence band photoemission and Auger spectroscopy study of single crystalline Ca(Fe,Co)₂As₂ and Ba(Fe,TM)₂As₂ with transition metal TM = Ni or Cu. The valence band photoemission data show directly that the TM states move to higher binding energies with increasing atomic number, contributing less and less to the states close to the Fermi level. Furthermore, the 3d8 final state of the LVV Auger decay, which is observed for Ni and Cu, unambiguously reveals the accumulation of charge at these impurities. We also show that the onsite Coulomb interaction on the impurity strongly increases when moving from Co over Ni to Cu. Our results quantify the impurity potentials and imply that the superconducting state is rather robust against impurity scattering.