Can you do something healthy with them together -- something that shows you know how to take care of yourself? They'll learn from what you do.
I do stuff with my kids all the time. We sit and joke and laugh a lot. I love to cook and bake and on every one of their birthdays I make a custom cake. They look like something from cake wrecks but it is something that I really enjoy doing. I love to go to thrift stores but the girls don't so I usually go on a day when dad is home. I usually bring back some pretty cool stuff. I invite them to go with me but they are not interested.
We haven't done the class but one day I hope to. Instead, I've had to show examples in other (cheaper) ways. I try to phrase things as, "I'm going to take care of myself by taking a walk." Or "I'm going to drop you off and then take care of myself by having coffee with a friend."
Our finances are pretty tight so I have to find free things to do. I do go hang out with my brother and his wife from time to time. I try to find little things to do. However, that doesn't change the fact that the girls don't like being home with dad without me for too long. That doesn't change the fact that if something goes wrong while I am gone I have to deal with the fall out when I get home or get a phone call or text. It isn't uncommon for me to be out and have him call or text and tell me that the kids are giving him problems. That produces a lot of anxiety for me.
Last week when I said I was too tired to get groceries and was going to wait until the next day, he said, "You should take care of yourself and go when you aren't tired." I had to pick my jaw off the ground.
My kids are great. If I am tired or not feeling well, they give me the space I need and the bigger kids try to help with the younger ones. I don't see my kids as being overly selfish or demanding. It really says something to me when the kids would rather stay with anybody but dad. We have worked on getting them okay with being with dad. He has stepped it up in a lot of areas. Prior to the fall of 2013, I couldn't do any self care that did not involve the kids. One of my daughters used to have anxiety attacks and would throw the biggest fit if I went to leave. Even a short trip to the grocery store by me would create a problem. We have come a long way as I now have a job outside of the house and can go out on my own from time to time.