Thanks for all the congrats folks - it feels like quite a victory!
So, what you get back besides the passports...
1. 2 copies of the COPR for each member of the family. One of the two copies has a photograph affixed to it (one of the ones we sent when requested at PPR). The COPR forms are "legal" sized, so taller than A4 paper.
The COPRs say they were issued on Monday, and the DM appeared on ECAS this morning.
2. A photocopy of this form for each child:
https://drive.google.com/file/d/0B9x7k92vnB8JSWQ4dHJBOGUxcUk/edit?usp=sharing
(you can see it looks like a photocopy, but you could take that to your doctors now for completion if you are in a hurry!)
3. An explanation letter consisting of 3 double-sided A4 pages. They explain about principle applicant landing first, settlement funds, give advice about credentials and state the last date for arrival in Canada. There is nothing in there that hasn't already been explained on the forums, the important bits are to check your COPRs for mistakes, don't sign the COPRs until asked to do so, and arrive before a certain date (a year from when my medicals were electronically submitted to the VO).
4. An invitation to CIIP
In terms of collecting from the VFS in London, they allow passport collection from 4pm to 5pm. Downstairs is very crowded so don't bother turning up before 3:55pm as you won't be seen any faster! You need to bring the receipt you were given at drop-off, and some photo ID (a driving license will do the trick). In return they give you a big envelope.