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Roll your twin sheets as you store them rather than folding them and you'll never wonder which one is is the twin sheet.
We have 4 twin beds and one queen bed so the majority of time we are looking for a twin fitted sheet.
It cuts down on the question of "Where's a sheet for _______'s bed?" And it also is easier for the little buggers to roll rather than fold a sheet that is twice their size.
Of course, that presupposes that there are sheets washed, dried, and put away properly. Two out of three isn't too bad.
If I used top sheets for the little bugger's beds then I would probably keep each set together in a pillowcase like someone else has suggested on a previous WFMW post.