The OEM foam mattresses are so thin that I expect many owners will quickly replace them with 3-4" elastomeric (memory) foam. Cheapest way is to purchase a queen or king mattress topper and use an electric kitchen knife to cut them to the proper width and 72" length for the bed.
Easiest alternative to sheets would be to take large sheets, cut them to size and sew them into a pocket. That would be the best way to keep them in place. Kids roll around, and flat (unfitted) sheets may be difficult to keep on the mattresses.