You should definitely call or email and make sure they received the gifts, because sometimes packages are delivered to the wrong door. Let's hope that handwritten thank you notes from the niece and nephew are currently in the mail and will be delivered to your mailbox today.
It doesn't matter whether it's a handmade quilt (a HUGE gift) or a check for $5, all gifts should be acknowledged and the giver thanked, yet some teenagers (and many adults too) never learned to do this.