Congrats on your new babies. I am on my second Chi and don't know what took me so long to get him. Just be patient and loving with them and praise them a lot when they do go outside to do their business. Never scold them or raise your voice to them. I personally would never let them outside by themselves when they are house broken because they would be a snack for a predator. My yard is fenced in, but I still take mine out on a leash even in the fenced yard because there are so many small holes that he could get out of.
Just keep on using the leashes and they will get use to them. Just like any baby, it takes time for them to adjust and also for them to get you trained. Sometimes I wonder who has who trained in my house. lol Good luck.