Intersperse the other activities. Don't do all the fun stuff first. Start planning a big finale-like the party. You should have a plan showing what events you want to do for each subject, and you can break them up-one historical math question a day, an art project every week, etc. Choose one thing that takes no help on your part for a day when you are sick or in crisis.
Every teacher needs an emergency lesson plan.
At least once a week, plan a time when you conference with each child to see how their work is coming along, and how they feel about their research. Plan a family time when the kids can share with each other what they've learned. Be ready to do emergency research when questions come up. Plan to spend a day a week at least in the library and be sure to plot out internet research time when they can look at the sites you found.