
Being very gentle is the key, just let them get used to the idea of being on the lead before asking them to do anything while wearing the lead or putting any pressure on it. I usually let my puppies wear the lead around the house (with 100% supervision of course) until they forget the lead is there. Then I start picking up the lead and use treats to get the puppy to walk with me, still no tension on the lead. Once the puppy is able to move on a loose lead with no problems then I start thinking about the show ring. With the small breeds I tend to wait until they're a bit older and more developed anyway before putting any kind of tension on the lead.
Since you have two puppies, it gets a little more tricky because I would recommend separating them when leash training which would also mean you can't train both of them at the same time. The last thing you want is one puppy to get into the habit of biting/chewing/tugging on the lead that the other puppy is wearing.