Oh Kirsten that must have scared you to death!!! I'm so glad you found them before they managed to make it outside. It sounds like you may have had a problem catching Lily if she had gotten out!! What a little stinker Lily is!! They are going to be sneaky now. Everytime you open the door they are probably going to try to get out. Kitties love an adventure but they just don't realize the possible harm that can come to them.
Luna and Lily you behave!!! Your meowmie is only trying to keep you safe!!!