I know for us we did have the hospital chaplin come into our room and say a prayer over our son. We do not do the whole baptize thing but it felt right at that moment to have those words spoken and I am glad that we made that choice.
Is it possible for you to maybe meet with another church and have a memorial for your babies? Would a few spoken words help you to find some peace? I have read on here and on other peoples blogs that some pastors are willing to do this even if you are not of that religion. Maybe a nondenomiational? I know that having someone from another church may not fulfill your beliefs completly but just maybe it might give you some form of peace.
I have a friend who lost her sister to a drug overdose a few years ago.. It has bothered her everyday since that so many now say that she can not enter Heaven because of the way that she passed. I have told her more then once and I think that she is finally starting to feel that this must be true. A soul is more then just something that can so easily be thrown away by the Lord. If it is true that there is a Heaven then it must be true that those who have a good soul get to enter that place. Babies are innocent and have no evil in their hearts, they have never been made to suffer the temptations of Earth. So to me no blessing is needed for them to get to enter the world above.
I am sorry if my words are not helpful but I hate to see someone struggle in this area. I know that my son has moved onto a better place. I know that he was pure and innocent and because of that he would not have been made to live as a spirit with no home to rest.
Sending you peace and hoping that you find the answers that ease your heart.
grateful for prayer of chaplain; thoughts on the afterlife in relation to son