I am married to my brother's step-daughter (his wife's first husband's daughter). Are my sons Mahram to my Brothers daughters?

All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.

Your brother's wife is grandmother for your children. Thus, her daughters whether from her previous husband or from your brother are aunts for your children and her sons are uncles for your sons.

Therefore, your male children are Mahram (unmarriageable) for your brother's daughters from this wife, because they are aunts for your male children.

On the other hand, your other brother's daughters are not Mahram for your sons because they are cousins.

However, if there is any other reason such as the relation of suckling between your children and their cousins, then they become Mahram.

Allah knows best.