If you have a good relationship with your dad, maybe he should respect your decision as a parent to raise 'your' kids as you see fit, especially when it comes to religions/belief systems/ways of living.

Here's an idea also - maybe instead of teaching them all religions, don't teach them anything and let them decide when the time is right and they're old enough, on their own? Let them figure out what they will on their own without any personal intervention?

Just my 2c