Several possibilities. Making sure they were dead, wanting it to look as if his sister had run amok, just plain enjoyment of annihilating children he regarded as spoiled brats.
The way I see it Steve,is that Sheila shot June first and had a struggle to do so, hence the twins got head shots only!
Sheila didn't want the boys to suffer by giving them any body shots like she did with June that would cause them to waken up and scream, wondering why their mummy was hurting them.
People say Sheila would not have hurt her kids,but once she had killed June Sheila had no choice, rather than be locked up for killing June and seperated from the boys she decided to kill them as well as herself, then at least they would all go to heaven together.
So, Sheila re-loaded and headed to the boys room, she shot Daniel five times in the back of the head as he slept, unfortunately Nicholas woke up and turned on to his back, facing his mother!
Sheila either reassured him that everything was allright and waited till he shut his eyes again or shot him right away three times.
At some stage she made contact with Nicholas' cheek and cut it! Maybe by touching his face with her hand and cutting it with her finger nail.
I think thats roughly how the boys died Steve!