They are teens - why not ask them how they would like to mark this life-altering event?
Perhaps they would like to talk about their dad, or look at photos or videos which include him.
Perhaps they would like to recreate one of his favorite meals or activities.
Perhaps they would just like to quietly reflect with each other, or by themselves.
Everyone processes grief in their own way. Listen and be there to share as much as they will let you, but allow them each to find their own path through your family's tragedy.
My condolences on your loss.