What have you done to help them learn to practice the things that we learn in everyday life?
What a great question.
Regarding "coming" practice, I have three suggestions:
--First, in Bible time, practice actual incidents in which you want your child to come and they are struggling to obey. For example, have them pretend they are playing intently and you call them. Tell them that they need to hear your voice, not act like they don't hear you, they need to come right away and they need to answer "I'm coming" so that you know they heard you. Then practice what they should not do. Again have the child pretend to be playing intently and you call, ask, “do you keep playing? Do you ignore Mommy or Daddy until they come get you?” No, No. If they would happen to run or hide, role play them doing that and tell them running is not an ok response; the only answer is, "I'm coming" and obeying.
--In real time if they do not come, (I am assuming your children are quite young), go get them, walk them back to where you called them from and say, "I called you, you need to come right away, now go back to where you were and come right away when I call you."
If they would still not come right away, it is time to add a quick switch when you go to them. Call; quickly go to child; switch their back side; state, " you must come when I call you;" go back to where you were and call them again.
--If you have an older child, you can ask them to go into the room with the younger child you are going to call. Have them ready so when you call, the older child encourages the younger child by saying, "Daddy's calling you, go to Daddy."
Hope this helps.