Make the children's room colder, to encourage them to want socks on. This doesn't strike me as a great approach, since they may simply bundle up in more blankets, rather than put on socks.
Make the children's room warmer, so that you feel more comfortable with them not wearing socks.
Decide that trying to enforce a sock rule is not worth the effort, and simply drop the restriction.
Come up with more comfortable footware aside from footie pajamas. Perhaps a loosely-knit crocheted set of socks might be more comfortable for them, resulting in them being left on. You may even be able to find some that secure with a draw-string, making it more difficult for them to be unconsciously removed. A more breathable mesh might provide some relief from the cold, without causing the feet to become too hot, if, in fact, that's what is prompting them to keep them on.
Garters are made for the express purpose of keeping socks pulled up. Might be worth a try.
Also, while somewhat hard to find, footed sleepers for bigger kids are totally available. My 5'4" 13-year-old has a set that he still wears; they're Cherokee, one of the Target house brands, though I don't see anything on their site right now. But Big Feet PJs seems to specialize in footed pajamas for warmth-seekers of all ages and sizes.
Why is it a requirement for them to keep their socks on? If they are kicking them off in their sleep and not waking up cold they were probably hot when they kicked them off (consciously or not!). My house is usually in the 50's in the winter and I do not wear socks! They are very uncomfortable for me, slippery and mean that I must either wear slippers or shoes all day. I don't like wearing shoes and I don't have slippers. I frequently go outside barefoot when it is well below freezing and have even walked barefoot in the snow. So I never have seen a real necessity to wear socks or shoes unless I am going someplace.
If the children are waking up cold then you should consider sewing a pair of socks to the base of each child's p.j. pants.