Its great you are comfortable with their new step-mom... but i do think that for special events he should allow you to have them if he will not be there to see them at all. Its not a big or unreasonable request you're making. Its a shame he won't bend for you like you do for him.
I definitely wouldn't refuse to give the kids to him on his weekend - he could get you in some legal trouble for that if he wanted to. And as far as who is required to pick them up, you can try, but i'm pretty sure that has to be spelled out in a custody agreement too (my husband's ex put some stipulations like that in their agreement, about no grandparents picking up from school).
As far as right of first refusal - in my husband's custody agreement it says the bio parents have the right of first refusal for certain things - if his ex is working on a holiday that my step-daughter is supposed to be with her, then my husband has a right to that time over the step-dad or grandparents or anyone else. & visa versa.
And even the random family things that aren't in the agreement, if one parent has something big that falls on the wrong weekend they've been pretty good -they'll switch or give up time.
Before my husband took his ex to court for better visitation, she was never that agreeable, but now she knows he means business and that he takes the time with his daughter seriously, so she has relaxed quite a bit. Its nice to have things written in stone so that there isn't that power struggle, its all spelled out. Court might be a bit extreme and cause some hard feelings in your situation... but, as someone else said, it might be worth trying to meet with a mediator & get an amendment to the custody agreement. Since your ex doesn't get to see the kids as much, maybe he would love a change of visitation schedule too?