A skill that some kids develop earlier than others is playing independently, and while it's certainly something that just happens more and more as they get older there are ways to gradually increase the time your kids will spend on an activity alone. Our best outcomes have been when there is a clear intention or activity and not just a general 'go and play'. So you might find you spend time setting up activities throughout the day or getting things ready but this is all part of the children developing their own skills. A great starting point is an activity with a clear purpose. For preschoolers things like stacking and sorting games, puzzles and threading & lacing all work really well. Give them clear instructions and leave them to it.