Thanks @phee83, good to hear that it's worked for you taking the time earlier! 32 weeks is a big achievement for twins so nice job baking them!
I'm lucky that I can work from home, I'm pretty sure my boss would be fine with me working from home from 25 - 30 weeks, and then maybe taking leave from then.
I think the reason I was so surprised is because one of my close girlfriends had twins recently and worked up until 34 weeks. But she was in struggletown towards the end, and did have threatened growth issues around 29 weeks, which I'd forgotten about.