I think your beach ride idea that you had a while back sounds great. I just watched a rerun of the Dennis Reis episode where they covered teaching a horse to handle the ocean and it looked SO much fun!
Could you not take them up to your Dad's beach house and swim them there? That beach looked plenty firm enough and the lack of waves would be a real plus.
We have thought of showing up at the beach there... the trouble is where to put them on the beach. We couldn't do it ~at~ the beach house for fear of doing a lot of damage to the landscaping. We'd have to try to go to the nearest boat launch and ride there along the beach.
BUT - the trouble with swimming them in the sound, or in the ocean for that matter is the water remains very cold. 58 degrees year around. It's bone numbing cold and not what I had in mind :~D