You can't get your consular visa until he gets his TN, so, there won't be any mass trip to the border. He should go to border himself and get TN, meanwhile, you -- only you -- go online and get consular appointment for TD, and then once you have the visa (check waiting time, could be a while), you and the kids can go to the border and enter on TD. He could take the kids for TD when he gets TN, but why bother?
Your children won't be issued consular visas, since they are Cdn. They simply show up at border with a copy of his TN I-94.