It doesn't happen every time - actually kind of weird because the last two mornings in a row, they woke up without incident, but the last two evenings in a row (upon returning from the office), they wouldn't wake up.
Unplugging one of them from the TB port and plugging it into a different TB port appears to force them to wakeup.
It's the same way that it used to be with the old wake-from-sleep problems we had with 4K monitors in 2014. It depended on how long it was since it had been asleep and how deeply (not a very precise technical term, I know) the Mac had gone to sleep.
Very frustrating. This was the sort of thing that those of us who had jumped onto 4K monitors were seeing last year but all these issues disappeared for the most part with this year's OS X releases. It appears Apple isn't doing any regression testing when it comes to hardware compatibility.
It also appears that the unplugging trick only works once per TB port between restarts.