There's not much I can do, I can't put the stuff anywhere else, so I picked up some material at the thrift store for $2.50. (excellent deal cause I have tons of yards of fabric) So I made some little panels. I know it won't keep them out, but I'm hoping that if it's at least out of sight, they'll be less likely to be tempted to use the cookie sheets for surf boards.
It actually makes the kitchen look a bit cleaner and put together too. Good bonus.