J.S.
H.,
Hotel Pool Party!!
My babysitter's twin boys were born in Dec and she liked to rent a hotel room somewhere with a decent pool and have a pool party. You have the use of the room as well. Perhaps ask for a room near the pool. You have the flexibility of time and kids like something special like swimming in the Winter. Shouldn't be that expensive, depending on the hotel that you choose. Choose any theme you want. Perhaps get some parents agree to stay to watch the kids for safety.
Good luck!