I completely understand as I try to do as "wholesome" as possible, but I'm sure there are much more wholesome than me but I know I am doing the best I possibly could and so I don't allow myself to feel guilty.
What are their favourite things to do other then screens ?
You say they don't have too much, so you are obviously comfortable with that, you say they don't have too much junk food, so you're happy with that. So I'm not sure what it is you are worried about.
I do think it's a bit odd at that age if you play games outside with them they just ask for Tv, are you giving them screens when they are "bored", so it's just habit when they get bored they ask for TV.
I think a good routine is a great thing to start. Our DS knows he is only allowed his I-Pad at a weekend and that's for 30mins in the morning. He gets a movie on a Saturday night. He can watch a milkshake programmes of a morning, and can watch one programme if he's eaten his tea in time , he is a touch older at 5, but knows when his TV time is.
I also make sure I'm not on my screens a lot while he's around as I don't want him thinking its healthy to be glued to a screen.
Maybe have key milestones in the day that they know after "this" happens its TV time, other than that it's colouring, playing with toys, games, den building, baking together, cooking tea together etc.
I do think it's good for children to get bored at times as they get creative and find ways to amuse themselves.
A few McDonald's every now and again won't do them any harm, but get them involved in making tea, it also helps teach them about healthy food and to look after themselves 
I agree with you about changing the narrative as McDonald's is a treat, we tell our DS the truth, he can only have it occasionally because it's our responsibility to feed him healthy food, that's not McDonald's all the time.
I love having things written down, maybe do a little timetable for your time with the kids, I always find it's easier rather than thinking in the moment, so for EG, on Tuesday at 17.00 you have a walk around the block for 40 mins, take a tick sheet of things they need to spot, animals, numbers, birds, red cars, blue cars ....anything really.
At 16.00 on a Thursday you put wellies on and play in some sand outside, paint the bricks (just water), make a nest, bug hotel, bird box or get some chalk out for drawing.
It best to get anything you are concerned about now, nipped in the bud while they are younger, its much harder when they are older I'm told.