big girl beds: Naptime help

So the big girls beds have been a success at bedtime the past two weeks!  Zoey is sleeping through the night and only waking at 5am some nights!  Harly who was our great sleeper, is having some issues and waking up more.  But, she is starting to get used to it now and doing a little better!

Nap time is a whole other issue and advice from other mommies is more than welcome.

The girls have to have a nap.  If you know my kids, you know they can't function without a nap.  They have always slept 2 1/2- 3 hours.  The big girl beds are ruining this.  They share a room and now roam around it.

I put them up at 12:30 and they play with each other.  By 1:15 I go back up and tell them they have to stay in their beds.  Some days they don't fall asleep and some days they fall asleep around 2-2:30, but then I have to wake them at 3 so they go to bed by 8:30.

Last week they did pretty well after I gave them a firm warning.  This week, not so much.  All week they have not taken a nap.  I have done everything, putting them in at 12:30.  Not working.  Putting them in at 1.  Not working.  I have gone up there and and told them it is time to stay in their beds.  One will sneak out and I have to go up again.  After going up there multiple times, it is time for them to wake up.  

My children are miserable when they don't have a nap!  I also feel really bad leaving them up there for that long!

I am going to try and just give them a firm warning to stay in their beds.  Then every time they get out of their beds, just put them back in and leave the room.  Kind of like the ferber method but instead of timing it, going in every time they get out of their beds.  It is only one and they switch every day.

Time outs work when they don't have their listening ears on, so do I put them in time-out?  When we do have to give them a firm talking to, they get embarrassed and cry.  That is not something I want to do.  I don't want them to be afraid of their room or upset with their big girl beds.

Any advice from moms who have gone through this would be appreciated.  I can't separate them because if one wakes up before the other, we pull her out.  When the second one wakes up they panic and scream looking for their sister; plus we don't want to separate them until the day they tell us they are ready for their own rooms.