Get one of the fine nit combs. Tescos have them with the hair brushes or just ask at the chemist.
Put white or light coloured towel around their shoulders and sit them down at a comfortable height. Comb through whole hair very carefull to catch all nits and larger eggs. Wipe comb after each stroke on tissue or another towel. Putting conditioner through hair can make it a lot easier to get comb through.
You will need to repeat this to catch all the new eggs which are to small to get with comb at first. This can be done in adition or instead of special lotion and will get rid of the resiliant ones. Keep doing it regularly to catch any more that have been transfered at school/ nursery etc.