So, I perused Pinterest for some ideas and decided on a fancy family dinner and for the morning, the kids had a scavenger hunt to find their gifts. Walmart had some pretty legit stuffed animals for only $15 so they received those in their favorite animals, some Valentine's Day themed socks and a package of edible bubbles. (I know, I was unaware this was a thing too. They seem pretty neat.)
For his birthday, my husband had a great idea of gifting his Dad with a giant, ultra, mega Nerf gun and got one for each kid too. This turned out to be the best idea. Even though the joy was brief, there was joy, and his Dad even laughed out loud several times in reaction to my squealing kids running in fear of being pelted with a nerf dart. Everyone enjoyed the dinner and our plan is to have a weekly dinner where they come and have a Nerf battle and an opportunity to be happy for a bit instead of grieving.
The family dinner was such a success that I think we'll do it every year. I made it fun with a sequin table cloth, other decorations, a custom menu and fizzy juice for the kids. I also acted as a waiter, complete with a proper silly voice, for them and let them order off of their menus which they thought was fantastic.