A cassette book about a brother and sister

[mzi]

I don’t remember much but I do remember it being on cassettes and a brother and sister who wrote and illustrated awful stories that their parents hated, they use the bedroom wall as paper and their parents send them to a school for troubled children that has tornados around it so they have to wear cement shoes when they walk around the school
Please if anyone knows it, please let me know! It’s been driving me crazy for years