If it's possible to have them in your room without the cats, it will make them feel more like they are a part of the family.
If you are unable to keep the cats out, and can only keep them in the spare room, you can glider proof the room or get a small pop up tent to use to play with them in.
They are nocturnal, so being in a room where it's quiet during the day is benificial. They are up in the evening so that's when you should make sure they do get plenty of attention from you, without the cats around.
Be very careful, the cats will be curious and will try and climb around on their cage. We have seem more serious injuries and deaths due to cats and dogs being allowed to be around them.