Is there a way to temporarily replace the bathroom door with a cheap screened one ? That way there is air flow and a door to keep them in.
As to the X pen, mine has at least 8 inches between the horizontal rungs. My dog never learned to climb. Perhaps a heavy top made with wooden boards and screening placed over the top of the X pen might keep them in. They also need something to keep them occupied while they are in there. Nice tastey hard chewy bones.
Maybe a squirt gun and a sharp "No" or "AAATT" while they are climbing the pen walls might put a kink in their getaway plans