Help w/ annoying/bratty/copycatting cousins?

i have these little cousins in 3rd/4th grade. they are annoying. they r very distracting when i am forced to watch movies w/ them. they also scream and stomp when they don't get what they want. which is almost all of the time. they also copy everything i do. however, they will be extremely innocent when my dad visits. they've even touched me in innapropriate places. what do i do 2 make them stop.