Bears, bears, everywhere!

With a new comedy special, an upcoming tour andtwin boys on the way,Jeff Dunhamand his wifeAudreyhave a lot to celebrate this fall — and kicked it off Saturday with a teddy bear picnic.

Jeff Dunham Twin Boys Audrey Dunham Baby Shower

Christopher Polk/Getty

“Seeing all the decorations thatmy mom made— there was so much creativity!” Audrey, acertified nutrition specialistand fitness trainer, tells PEOPLE exclusively.

Jeff Dunham Twin Boys Audrey Dunham Baby Shower

“My friend said, ‘Here Jeff, this one’s more for you,’ ” the comedian and ventriloquist, 53, says about unwrapping a pair of Cowboys bodysuits. “Growing up in Dallas, my father didn’t pay attention to any sports except football, so I became an avid Cowboy fan. That was perfect!”

Guests, including Dunham’s daughters from his previous marriage, enjoyed slices of bear-topped cake monogrammed with “J”s — but that’s the only hint the Dunhams will give about what they’re calling their sons, expected to arrive in late October. “Their names are chosen, but we’re keeping them under wraps for now,” Jeff explains.

Jeff Dunham Twin Boys Audrey Dunham Baby Shower

Ready to get back to diaper duty, Jeff tells PEOPLE he’s especially looking forward to seeing Audrey, 35, in her new role as mom.

“When my girls were growing up I was on the road a lot, but I made it a point to never miss any big dates — I was always home for birthdays, holidays. This time around we have the tour bus, so we’re having the cribs built in and everyone’s coming along,” he says.

“It’s a different perspective, being later in life and able to go through this again. Audrey has already found such passion in life with her work, yet this is a completely different path that I know that she’s going to embrace like nothing else. I really wanted for her to be able to experience parenthood.”

Jeff Dunham Twin Boys Audrey Dunham Baby Shower

After marrying in 2012, “we went through a couple speedbumpswith miscarriages,” Jeff reveals. “They’re difficult — we have such a better appreciation about it and sensitivity to it now.”

This past March, the couple discovered they were expecting not one, but two babies.

“We’ll never forget the doctor — he got this look on his face, cocked his head sideways and with an impish grin on his face goes, ‘Two.’ We were like, ‘Whatttt?!’ Completely unexpected,” the comedian recalls.

Jeff Dunham Twin Boys Audrey Dunham Baby Shower

Afterannouncing the pregnancyin May, the Dunhams are now in the home stretch — but it sounds as though the boys are making themselves quite comfortable in there.

“The kids think that her ribsare a jungle gym, but she’s a trouper,” Jeff says. Adds Audrey, “Now we just need to do all that we can to keep them from being spoiled. We’ve definitely got our work cut out for us!”

Jeff Dunham Twin Boys Audrey Dunham Baby Shower

— Sarah Michaud

source: people.com