Hey, Elves can die in Valinor too! They can just sit back and relax, and their souls went to Mandos. (It does seem that the Halls of Mandos are the ultimate peace for Elves)
Aragorn was said to have gone under disguise to fight wars against Sauron in the Armies of both Gondor and Rohan. I suspect that the sons of Elrond would appear too Elvish to join either army, but it would not be surprising if they serve as scouts and messengers between Rivendell and other Elven havens such as Loth-lorien and Thranduil's Halls. Perhaps, they would not speak of their missions they may seem too unrelated and mundane to the great Gandalf?
"Hello, Grandma! Here's a sweater that our sis wove! Dad send us along to ask to recipe to brewing cherry-favoured miruvor."- Elros and Elrohir
"My! How tall my beauties have grown! Send this along to your Dad, please, and here are some waybread for me beauties!" - Galadriel
(Shudder)