maybe you should just go out on snow with them at first and see what happens. You might run to ski school after an hour!
Or start them off 1/2 day, then take them out. You might go running back to ski school the next morning!
Either way a lot depends on you and them. If you have knowledge of equipment and such or know where to get it, introduce them first to it.
In general, multi days are better. Could be multi half days with some multi full days at the begining. Either way, for them to learn they're better off in ski school. Unless dad is very experienced at teaching them - but then you wouldn't be asking eh?!
Answer might be a little different if you had access to snow, terrain, equipment, but you'd still have to have a lot of patience.
4.5 year old and 6.5 year old - quite different in learning.
Full days are probably to 3 pm so you still could get in a run or two.