hi P. :) I don't have twins but I did have a 4 month old... :) my dd is now 16 mos but around 4 months we were still playing the "how on earth do you get a kid to sleep" game, and at least in my daughter's case, 4 months was about the time I started getting serious about her schedule. She needed to sleep about every 2 hours, so I made sure she had an opportunity to sleep- either in the stroller, in my arms in a sling, or in her bouncy seat. She wouldn't sleep in her crib until 6 months, bc like your kids, she needed the swaddle feeling. I'd swaddle her during the day for her naps and tuck her into her vibrating bouncy seat or her stroller- it did the trick! Maybe you could try that if you have bouncy seats. It does keep them more comfy than a crib.
Ahhh the binky game. I hate that game. I still have to go in a few times a week to give her the binky, and at 4 months it's awful b/c they aren't really mobile enough to get it themselves! My daughter still slept in the bouncy seat at 4 months (in her own room) and that did help with binky containment, you could also try what we did- i lined the crib with binkys, so if her hand went out, she'd find it. The girls will be mobile enough to get the binkys themselves in a month or so, for now you might just have to play the game. ONce they can get it themselves, things will get a lot better- they learn fast how to find it. i hope this helped...