I don't have baths/showers with my boys because i love that time to myself, but they see me naked all the time, they constantly come into the bathroom when i'm showering or on the loo, it doesn't bother me or them at all. When they start becoming more modest about themselves then i will take that as my cue to be more discreet also. I'm guessing it will be when they hit puberty.
Your boys are so little i wouldn't worry at all, relax and enjoy having fun with them. Don't let anyone make you feel you are doing the wrong thing, only you know whats right for your family.