F1Krazy’s excellent answer gives a first main principle: They should be well-explained as red herrings, sooner or later. I’d like to add a secondary principle, at least for classic detective/mystery style plots: Their status as red herrings should be foreshadowed before the main reveal. Not too obviously — they certainly don’t need to be fully revealed in advance. But if at the point of the main reveal the reader really had no way to pick between the true culprit and the decoys, they can rightfully feel a bit cheated: they weren’t given a chance to solve the mystery! Ideally, you want your reader to be unsure up to the main reveal, but by the end, they should be able to look back and see how earlier evidence pointed to the true answer and ruled out the red herrings all along.
Insofar as it’s a bad thing, “violating Chekhov’s gun” means setting up inaccurate foreshadowing; this is what leaves a reader feeling cheated. A well-written red herring involves accurate but misdirecting foreshadowing — things that appear at first to incriminate the red herring, but in hindsight point more towards the true solution.