Mine are 6.5, 3, 6 weeks....Right now the only one I trust to tell...the 6 week old as he can't speak lol...seriously though, I've had "the talk" about guns with the other two and it's an ongoing discussion. But neither of them know that I bring a firearm out of the house. I almost exclusively pocket carry though. When I go IWB and bring something bigger, I may discuss it with them.
My thought is, kids sometimes say things because they are mad at you for not getting them (fill in whatever they want that hour) and will say things just to get attention. They don't really understand that saying DADDY WHERE'S YOUR GUN at the highest volume possible is not the best thing.
We tell our kids there are a lot of words they shouldn't say, that doesn't mean they never do. But every kid is different and you know yours far better than I would ever pretend to. The 10 year old, you're pretty safe. The other two may be a tad young to really get it anyway.
Good Luck and I'm from MN too...Congrats on the permit!