None of these are good options for co-op unfortunately. Odyssey is probably the best bet for that. Mario+Rabbids has a competitive mode and a cooperative mode with some stages, but the campaign is only single-player. Splatoon does not have same-Switch multiplayer. I’d suggest looking into ARMS or Overcooked.
For Splatoon each one would need their own Switch to play. ARMS is super fun locally and has two-people online play! Overcooked is local only but it’s more fun with over 2 players.
Thank you all for the advice. I ended up purchasing the $30 version of Snipperclips & the twins are enjoying it. So far it seems to be a fun problem solving game which is great for them. I just wish there was multiple levels of each theme (like fill the shape, etc)