I saw an interesting suggestion for helping children with ADD (attention deficit disorder) in an article about classroom interventions. In a long list of ideas it said, "Give simple, concrete directions, once." This reminded me of an experiment I tried with some of my middle school students.
I told them, "We are going to take a pretend test. This test cannot hurt you. It is not going to be graded. But, it will help you figure out what you know and what you still need to study." After I let that sink in a little, I would say, "I will read each question only one time. So you must listen carefully."
You can probably figure out that my real intent was to get them to practice listening better. I used the word "test" just to get their attention in the first place! To my amazement, they got really good at listening. They could hear the questions the first time I said them if they knew that was what I was expecting, and that I really would not repeat the questions for them. I began using the same strategy in other situations with them and although this is certainly not a scientific study, I believe I saw a lot of improvement.
I wonder if this will work for you as parents? See if you can figure out how to use the same strategy to get your children to listen the first time you speak to them. Maybe it can start as a listening game in the car. "I am going to say a sentence one time. See if you can repeat it back to me." If the sentences are a little goofy, it might be fun for them. ("A great big blue rat came up to me and asked me for some cheese and crackers.")
Let me know if this helps. I think we might be able to teach our children to listen better. We can raise our expectations for them. Generally, children rise to the challenge.