Yeah... I have 3 yo GB twins and it's the same thing!!! It's so bad I have to lock them into their bedroom at night because I am worried my female twin will let the both of them out of the house in our sleep. I do not want to wake up to my kids having been hit by a car, simply missing, or wandering around the front yard!!!!
My twins are in bunk beds. I started them together in the top bunk set on the floor because it already has a railing. When they learned how to climb out there were a few spills (we have hardwood floors in the bedrooms) we took a twin mattress and placed it so it was sticking out from under the bed and that way we only had to worry when they pushed it out in playing.
We would go into their room after they had gotten up, scold them and put them back into bed...But interestingly enough...once they got tired enough, they climbed back into bed and fell asleep on their own...
Now that they are older they sleep in their own beds and the bunks are together. They don't fall out and when they fall while climbing they pick themselves up and laugh it off...I always check on them if I hear a really loud fall but they usually just shake it off...
I don't know if any of this helped you to feel better, but at least you know oyu are not alone. Good Luck with your boys and I hope things work out!!! ;-)