I absolutely think you did the right thing. The thing is you have to keep doing that now no matter what comes up to the point where when your ex tries to make plans during your visit time, the kids will speak up and remind her of the agreement. Make it firm so your kids know you wont waver and your ex knows it to. And let the courts know what's going on by documenting every little thing like this, (even though this isn't a "little" thing). I'm sorry you all cried and struggled with this but each time you do this your kids will draw closer to you. And the more time they end up spending with you, the more they will see what's wrong with the cult. God I just want to slap your ex because of what she's doing to these kids! Hang in there friend, your doing the right thing.
P.S. Did you get to talk more about that CO Visit and what it really means? Maybe ask your son as a young man in the org, what has the CO ever done for him? Has he taken a personal interest in him? Help him see what a hyped up sham that all is, in a respectful way of course.