How do I get my dogs used to being outside alone?

We just moved into a house last month from an apartment, so they have never been outside alone before. They were always on a leash attached to us, or in the dog park with us.

We have a chain link fenced in back yard now, so they can run free. That took some getting used to for them, but now they understand this is their yard. I always go out and sit with them while they are out there. Now that it's starting to get colder out, I want them to get used to being out there without me.

I have to walk them out on the leash to get to the gate to the backyard, then once I leave them, they just sit at the gate waiting for me to come back since they can see through the fence. One of them will start to cry after a few minutes. I stand at the kitchen window watching them and I'll open the window to talk to them and let them know I'm still here. They don't understand though. The one will come to the window and see me, but then go back to the gate to cry.

After a bit, I'll go sit out there with them and that's when they'll start going around the yard like normal. I bring treats with me, so they can understand that when I leave them, I come back and they get a treat too. It's not like they are just waiting at the gate for a treat though. They are waiting for me because they aren't used to being alone.

Am I doing this wrong? I've only done it a few times, so maybe this will work after a while? Any tips?