Hi Claire,
Not sure I have much advice because I am still struggling with this problem. Having said that as soon as the sides came off the cots they started to climb up onto the window sill and I went into the garden one night with the dog only to see that they had opened the window and one angel was pushing the other out onto the outside window sill so definitely locking the window is a must
My biggest prob is them actually climbing onto the window sill but I don't have the room to move their beds about enough to keep both beds away from the window to stop them climbing up so if you have the space try to keep the beds away from the window.
I also found that one of my girls no longer needs a nap. I had cut out naos from both of them at nursery but found that Kate who has always needed more sleep was hitting and nipping a lot. I worked out that a lot of it was down to tiredness and reintroduced naptime for her and it has helped. Think sometimes as twin mummies it makes life easier for us to treat them the same but they simply aren't and it helps to remain somewhat flexible.
I've found that the naughty step works well with one of my angels and not the other who thinks it's hilarious when she is put on the naughty step but she hates when i take one of her cuddly toys off her at bedtime and that keeps her in bed if it get taken off her and she only gets it back if I get a good report from nursery and she has been good all the next day.
Ever wish there was a parenting boom out there written just for your children
Good luck for when the sides come down xx