Do not start off with rewards, that is bribery.
When they disobey you, for example by running away, fetch them back, and tell them gently but firmly why they must not do that. If they say Mummy lets us do this say this is Granny's house and here we do not do so and so.
Make clear they understand what they are expected to do, then if they disobey repeat the process and continue until they do realise you mean what you say.
As they appear to lack discipline at home expect a lengthy and exhausting process, to begin with, but focus on one objective at a time eg not running away, and continue until they realise you mean what you say and they begin to co operate.
No rewards because this is expected behaviour, but praise them for being sensible and grown up. Very draining, time-consuming and hard not to lose patience but you are the adults and must be in control, for their own safety.
They will quickly learn when they go to nursery, because teachers expect to be listened to and obeyed, and so must you. Easier for teachers, because although we like the children we do not love them, so can be more emotionally detached.