I would go for a bigger Free Roam Area if you have the space. If you want a setup you can quickly take down, i would recommend building one out of cardboard. You can tape together moving boxes for example. Check this video.
I just put the entire playpen around their cage, and when i'm in the room and able to have one eye on them i'll just leave the cage door open.
Thought they could chew through cardboard pretty easily. Perhaps the easier solution for me is to block the critical areas off with cardboard, and then still let them free roam around the room with a playpen where (hopefully) most of their attention will go.