sorry a bit late to chime in, but your kids are normal. I have girl 7 and boy 4 (just starting school), they do similar. Only just stopped having baths together and that was because most of the water ended up on the floor rather than in the bath not beacuse of nakedness issues.
You want to hear a mortifiying story to make you feel better? :-)
My boy at child minder a couple of weeks ago was acting up a bit and as chance would have it Ofsted woman was there.
She is chatting to the kids and he comes out with this "My Mum hits me" TWICE.
So the lady says "i have to check do you think there is anything to worry about here?" thankfully child minder knows me well and immediatley said there is no problem boy being an idiot (my words).
It made me cry when she told me and took about a day to really get over.
Dont know where it came from or why he said it, but we were this close to having the social round :-S
So kids are kids you seem to be doing a great job and if teachers were really worried there would be peoole banging on the door.
In fact i would let them still get dressed together, just say that sometimes you need to respect other peoples personal space.
Children have to learn how to behave and segregating them will only highlight the "differentness" of boys and girls.
love xxx