You talk a lot. Sometimes until you're right blue in the face. Because it's obvious your little ones can't hear you, are ignoring you, are simply droning you out. When did you become the teacher from Charlie Brown? You figure if you keep at them, keep talking, explaining, commanding, they'll hear at least one of the ten times you said something.
Actually, they heard you the first time. The key is that you expect they hear you. If you act like it's okay that they didn't hear you (or more likely ignored you), they're going to keep doing it. And it won't matter how many times you repeat. You're thinking they didn't hear you. They're thinking, one time, twenty times, it's all the same. All you're doing is stretching their endurance. This is a painful cycle. If your kids are a late three or four already (and neurotypical), they understand basically everything. Don't underestimate them.
Say something. And when they don't do it, (or don't stop doing it), enact a consequence. It sounds rough, and like a lot of work, but they'll get the hint in a few days. I only knew they heard and understood everything I said when one of them easily remembered something I'd mentioned just once and gave up on a few days before. She repeated it back word for word. I was like...oh. I see.
We want to give them chances. We want them to do the right thing. But getting them to do the right thing doesn't equal telling them all about that right thing to do for fifteen minutes straight. They get it. They're just not going to do it. And the more simple you can make this equation for them, the easier it will be for them to make the right choice. They'll have consistent, concrete routines to cling to.
Basically, if you say something once, and they don't do it, and there is no reason why they wouldn't have heard you (because you're standing three feet from them and they're looking at you), then give them a consequence. As you dole it out, you can say because you didn't do xx when I asked, if you like. They'll start to come around, and your vocal chords will get a rest.