You aren't the first one who slept with someone else because that was the best way they knew at the time to end a sham JW marriage. As long as you know why you did it, that is most important. Otherwise, I like the idea of a letter if you do it for your peace of mind. Don't do it to justify your actions though. You have nothing to be defensive about. Remember too that they are trained to react, not to think. They are indoctrinated, which is why any attempts at explanation or defense are futile.
I know this might sound trite, but the best way to get through to them is your happiness and healthy living. It is the one weakness of the GB argument about those that leave. They insist we are evil and unhappy. So be good, positive, and happy. That will ultimately show them. And it will be the best thing for your kids to see.