What a fun mom you are! I would definitely make videos for the girls to take home, or you could take pics and then make a "slide show" with a music background late and mail it to them with the "thank you" note. You can even put their picture on the cd itself with your printer (just use the cd cover blanks- you can get at Office Max- maybe Walmart).
Another idea would be to play the "who am I" game. Just take some sticky labels and write the name of famous rock stars (that they would recognize) and each girl gets one stuck on her back without knowing what it says. Then they have to find o