Lots of ground work...I love round pen work, so if you have one, perhaps this would be a good time to practice some round penning techniques with them, especially off lead stuff.
If you don't have a round pen, a longe line will do too, as you can always work with a syrcingle, and draw reins to help keep them supple.
Doing lots of desensitization things with them using what ever you can find could be fun too, except you will have to be careful with quick movements.
Right now, I would just spend time with them grooming them, taking them for walks, longing, etc...whatever you can do comfortably, without getting the horses too goofy for you to handle, especially later in pregnancy. ;)