As others have said, you have to decide on your limits and STICK TO THEM. Probably the easiest solution is to give them their own bone and/or kennel them.
If you actually want to teach them discipline (which is up to you, Thor is a pretty bad beggar), you need to decide what you want them to do while you eat. Is it okay if they sit at your feet, as long as they don't jump on you? Do you want them to wait at the edge of the room? Again, it's easier to let them hang out at your feet, but you MUST IGNORE them when they beg. If they jump on your leg, move your leg, but otherwise don't acknowledge it.
If you want them to sit quietly outside the room, consider getting a gate, and again, all you have to do is ignore. If you don't have a physical barrier, be prepared to "body bump" them back into place several dozen times during your first few meals - just walk slowly into them so they are forced to back up to their spots.
The worst thing you can do is stay strong for twenty minutes or so, and then crumble. That teaches them that that begging works, as long as they are very persistent. So pick your method, and commit. It can be done!
You might also want to stop feeding them human food, period, so they forget how scrumptious it is.
I do think if they are in a situation where they are exercising self control, like they are waiting for you to finish eating, they deserve a reward at the end for their patience.
