You're doing exactly the right thing in taking it in short, playful sessions. I would recommend a lead you can unclip, if they get stuck. (This from someone who has been dragged through the *best* of the thorny roses, dense bushes and under anything solid.

) At least then you can let them pootle on in just the harness while you de-cat's cradle the much desirable play-string bit.

I've also used the magic shoe-lace to good effect - if Rover was gathering to vanish under a chair or the sofa, I could distract him with a shoe-lace dragged along the ground. He goes nuts about string, including shoe-laces (but yes you *do* need eight hands to work it with two kittens wanting to play.

).
They're absolutely adorable!