I agree with everything Campbell has posted. We are first generation US (my Mum was born in Scotland, my Da in Yorkshire) so we have some strong traditions particular to Scotland. But your family is more removed so I would 'create' traditions more in line with modern U.S. living.

Pick a highland games you can get to each year and make a special event of it. If you can pick up some tartan so much the better, but even a t-shirt of your clan for the kids will make them feel a part of it.

St. Andrews in November and Robbie Burns days are also a good way to mark your heritage. On major holidays you may have some conflict but not necessarily. My wife is 100% Polish so Christmas Eve is Polish but Christmas Day we are all about the Tartan and we all wear it. Easter is a very big day in Poland so.... Polish. But we march in the Tartan Day Parade in New York City every year. You get the idea.

Then of course read them some history - get children's books when they are young about the Clan's, Robert the Bruce etc. I can provide you with some titles if you like. As they get older maybe Sir Walter Scott. Mine loved it as much as the Harry Potter books.

I like your approach though, it is important to keep them in touch with their roots.

Dave B.