I have no problems with the use of a leash. I used one occasionally with DS when he was 2. My kids were 17 months apart so I had a 2 & 3 year old to watch. I used it so that DS could have more freedom, it was much nicer for him to be able to wander a few feet away and have the use of both of his arms rather than have to walk right next to me with his arm up in the air! The problem I see is that you have a 3 & 4 year old who don't seem to know their boundaries. I would nip the twisting and pulling away from you and bolting from the stroller in the bud right now. By that age they really should be able to follow directions like stay in the stroller, hold my hand, or walk near me.