They're beautiful! Sharpie or nail polish works, but when you get less sleep-deprived (ha!), take the time to look over all of their bodies really closely - you might be surprised at the differences you find. It took us weeks to find it ('cause they were in the NICU), but one of our girls has the tiniest little cafe au lait birth mark on her knee and the other doesn't.
Also, do they have "stork bite" birthmarks on their eyelids, under their noses or on the back of their necks? You might find that they are in different (or opposite) patterns, and that can help. Those fade over the first year, but they're helpful "tells" till you get to know their personalities.
Congratulations again! Are you going to test to see if they're MZ or not?