Hi
If you continue to supervise them while outside, the boundary will increase and increase until before you know it they will be outwith your boundary.
Once past that, they will continue to go that little bit further and eventually will not come back easily, despite treats, toys or other "blackmail" solutions to try and get them back. Once bitten twice shy, they will get to know quite quickly that you are up to no good and head for the hills and only come back when they want to.
So you have four choices really,
1. Keep them indoors full stop.
2. Build an outdoor run, or make your garden cat escape proof. If it is small as you say this may be a good solution. especially if it already has a fence or wall -
http://www.fabcats.org/owners/fencing/info.html
3. Leash train them.
4. Let them outside - free ranging. I feel Bengals, especially young ones do not have much road sense. Can be worrying, can also reduce you to tears wondering where they are.