I bought a 'teething kong' for my little guy. I fill it with cheese and he chews on it for the longest time....he loves it. I had a regular kong for him, but he doesn't seem to like it as much as the teething one, which is a bit smaller and softer.
Topher has been caught on occasion chewing on the baseboards, but I've just had to distract him with something else.
I don't personally think that an exercise pen would be traumatic if there's plenty of rooom for the three of them to run and play. I'm sure they'd entertain each other and perhaps the kids could take a break every now and again to go and spend some time with them?
Wish I had more to help you.
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