Can I prevent him from seeing them if he shows up late to pick them up?

I have sole legal custody of my 2 daughters. My ex has supervised visits by his mother every other Saturday. Every time my daughters go over there they are asking them questions for ex like if I work, if my husband works, do we spank them, what I do for holidays etc. Is there anything I could do to stop it? Instead of spending his time with them they ask them questions he only gets them from 10am-4pm. He has a history of drug abuse and DUI. What can I do? I just don't know what to do anymore. He is 30, unemployed, still lives with his mom and he’s more interested in what my husband and myself do with our family than spending the time with his daughters. He never calls for a holiday or birthday.