All I can think of is wait for the first snowfall, dress them, put them out and let them strip - bet they only do it once.

I have had some success with a sticker chart or special priveleges and it helps that it is more than one because no one likes to get left out so they may try to out do each other to stay dressed if they know there is a reward in the offing.

Jumpsuits that zip up the back are your only real option but you would soon find them unzipping each other. Hope the phases passes.

Do make sure that they aren't over dressed. If you have recently switched form lightweight pants and tshirts in favour of heavier cords and sweat pants, long sleeves etc., started making them wear socks and shoes instead of sandals they might just not like the cumbersomeness of the extra weight. Shorts and a tshirts is better than no clothes.