Father's Day and Step-Fathers
The other important element is to not only give them their space, but to help them understand no one will replace their own dad. Your husband is not a replacement or a filler for their dad. He is another man, a man who loves their mom, and who may love them, too, but they will always have their relationship with their dad and you and your new husband won't ever get in the way of that.
Hopefully, their dad will understand that your husband won't replace him. And he shouldn't feel hurt if your kids want to buy your husband a present for Father's Day.
Ideally, the kids will be with their father on Father's Day; maybe you can celebrate a Step-Father's Day on that Saturday as to not get in the way of their special day with their dad.