I would just be patient with them, then. They didn't get a chance to get used to you and your home before they were taken somewhere else new and scary! It will get better, promise.
Many of us on this forum (including myself) use towels and fleece as opposed to store-bought bedding. A. It's cheaper. B. It's not dusty. C. You can pick cute patterns! Just line the bottom of the cage with a couple towels and then put some cute fleece on top and tuck it under. What kind of cage do you have? Since you have two boys you are going to want a good amount of space for them, especially when they start to go through puberty. I have two boys and they argue with each other relatively often, but they have enough space to run away if they wish as well as two different houses and two sets of food bowls/water bottles.
As far as treats go, you don't need to buy anything that you see in your generic pet store. Yogurt drops or anything like that. Most treats have lots of sugar and sugar is not good for piggies. Feed them lots of timothy hay and rich, green veggies like romaine lettuce, cilantro and green pepper (great source of vitamin C). Fruits like apples, grapes, oranges can be given about once a week as a special treat, just make sure to remove the seeds!
My piggies like wooden chew toys/grass toys best. Those you can find at places like Petco and Petsmart.
Best of luck and don't hesitate to utilize this forum. There are so many people with so much knowledge!