My xah didn't hold the kids like that but he did get into it similarly almost every time I went to pick them up. My counselor said I could come up with some canned responses of things I need "I need a partner that works full time." "I need a partner that does not drink." etc.
However - it didn't matter what I said. It made things worse because he was drinking and didn't make a lick of sense and never actually really responded to what I said anyway. My words just took up space until he said the next thing he wanted to say or repeated the last thing he said - and really this was a weird dynamic our entire marriage.
So I ceased talking. I totally ignored and refused to respond. It was weird and I'm sure the kids thought it was weird but it did eventually work.
Now, if I reached for a child he always handed the child to me. He didn't hold any of them. You'd have to gauge how that strategy might work for you (or not) to decide if you wanted to try it before hauling out the big guns and calling the cops.