Agree with ideas above!
The weather is so nice then - enjoy the many great playgrounds around the city - several along the beach on the Corniche. Another big one at the Cornice and 26th St (if you keep going towards the port, there is a splash park there as well).
If it's not too cold, the Murjan Waterpark (at Khalifa Park is perfect for that age - better than Yas and at only 35 AED, the price is right!). http://www.adm.gov.a...uID=118&mnu=Pri
If you go to Dubai, they will like the aquarium and the fountain show at the Dubai Mall. And the Little Explorers play place/ science museum at the Mirdif Mall is wonderful! It's better (and much less expensive) than KidZania for that age. http://www.theplayma...ittle-explorers
Also, in Dubai there is a hands-on science museum called Children City that is actually very well done (and again, it very affordable!). It's near the Dolphinarium and they would love to see a dolphin show as well. http://www.childrenc...al/childrencity
Have fun with your nephews.