My kids are enthralled by British history, and Our Island Story, by H. E. Marshall, outdated though it may be, is a lovely story-like approach to said history.
Some books I think would compliment it (from the Roman invasions of Britain to the Victorian age)...
Eagle of the Ninth, by Rosemary Sutcliff (movie version perhaps?)
The Story of Siegfried, by James Baldwin
King Arthur & His Knights of the Round Table by Roger Lancelyn Green
Beowulf the Warrior, by Ian Serrailier
The Story of Roland, by James Baldwin
Black Fox of Lorne, by Marguerite de Angeli
The Hidden Treasure of Glaston, by Eleanore M. Jewett
For Cassia: Eleanore: Crown Jewel of Aquitaine, by Kristina Gergory
Robin Hood, by Roger Lancelyn Green
The Door in the Wall, by Marguerite de Angeli
For The Boy: Castle Diary: The Journey of Tobias Burgess, Page, by Richard Platt
The Canterbury Tales, by Geraldine McCaughrean
Men of Iron, by Howard Pyle
The Prince and the Pauper, by Mark Twain
For Cassia: Elizabeth: Red Rose of Tudor, by Kathryn Lasky
The Questing Knights of the Faerie Queen, by Geraldine McCaughrean
The Shakespeare Stealer, by Gary Blackwood
Master Cornhill, by Eloise Jarvis McGraw
A Tale of Two Cities, by Charles Dickens (movie version perhaps?)
David Copperfield, Oliver Twist, etc., by Charles Dickens
For The Girl: Victoria: May Blossom of Brittania, by Anna Kirwa
There are also World Landmark books, books like A Little Princess, Horrible Histories, etc., that would make good additions!