There should be a reward for whining, and it should be consistently distributed every time one of your kids begins with the martyr routine. What is that reward?
More of what they are whining about.
Are they whining about a chore they have to do? They get another chore they have to do immediately after.
Are they whining about schoolwork? They just earned another 15 minutes of Math worksheets.
Are they whining about having to stop playing video games? They don’t get to play video games at all tomorrow. Do they whine about that? Make it a week.
Whining should never be accommodated. Ever.
Just imagine your child at 25 years old, whining about the same things, making the same complaints in that self-pitying voice. It’s ugly, isn’t it? So don’t let them get away with it now. Do them the favor of excising that habit from their lives early.