However, when they come they don’t contribute whatsoever.
But you just said they help with children.
I don’t expect guests to contribute but to give examples: they tell me when the milk or bread runs low and wouldn’t dream of going to supermarket,
... so, you want them to contribute, or you don't want them to contribute? You need to clarify this in your own mind before a solution can be found.
they request the newspaper only they read when I go to the shop,
Why would anyone ask for a newspaper they don't want to read? If you want to read a different newspaper, why not buy it as well? Newspapers are cheap from what I recall.
they sit back and wait for us to pay if we go to cafe or restaurant.
This one, I wouldn't tolerate, so YANBU here. I only pay for my own food, ever. The solution here is to lift the bill, say "the bill is £X, so that's £X/n each." (where "n" is the total number of people in your group).
The most annoying, is they tuck into all our lovely, expensive wine whilst claiming they don’t drink at home and they don’t really know the difference between a cheap bottle and the nice ones I tend to buy which are more expensive!
Hide the expensive wine, stock up on cheap bottles when they're coming.
And this is every night!!!!! When the tables turn and we go to their house, I am normally told to bring wine and coffee as “they don’t know what to buy” and never have any in!
I would buy really cheap stuff in this case. Tesco everyday value coffee, for example. If they question it, just say it's your favourite brand. Remember, if you do a job badly enough, you won't get asked to do it again.