One last minute idea i got from a friend before i left was to take a thin blanket with us. Thin enough to fit in a bag but blanketty enough to cover our kids while they rest/sleep in the haram.
This is especially handy for when in Masjid-un-Nabawi/Masjid-ul-Haram at Fajr times or after Isha when it gets a bit chilly! Now the only challenge is carrying them back to the hotel 🙂