Why don't you just tell them that directly -- that the priority right now is getting the job done quickly? Then just repeat every time. Them: "Hey boss, can I try XYZ?" You: "if it will make the job faster." Them: "Why that way, why can't we do it this way?" You: "Because it's faster this way. But if you think you can do it faster that way, then do it." Then monitor/track how quickly they are working, and reward the ones who really are doing it more quickly, and criticize the ones who are slow.
I am sensing not just frustration but disdain for those employees who are asking a bunch of different questions and not quite getting your message -- in particular, the idea that this is all about their ego implies that they are behaving this way on purpose, even though they know it annoys you. I think you need some more knowledge about how people process and communicate, because I will bet you almost any amount of money that these guys are asking these questions and behaving this way because that's how their minds work. And if you want to be a good manager, you need to communicate with them in a way that they can hear it -- meet them where they are, instead of expecting them to be you. And that starts with finding a way to put aside your disdain for the way their minds work and start trying to figure out what their drivers are and then how you can appeal to that.
Believe me, I get the frustration. I am a fast thinker and fast mover. Bullet points are my favorite thing in the world, because I can grasp the concept easily enough and don't need to spend time having it all explained to me. Basically, I see my area of work as sort of a superstructure -- I know how it all fits together, so I need only enough data to figure out where this particular issue fits within that superstructure. OTOH, I used to work with this associate who was just constitutionally unable to give me bullet points -- it was always 5-page memos, going into this in-depth analysis on what to me was obvious and/or irrelevant minutiae. Drove me batshit. But I finally figured out that she was a ground-up thinker: she didn't have a superstructure like I did; for every new project, she had to look at each individual brick, and then put them together, one on top of the other, to build up a wall to get to the conclusion. And if she tried to skip any of the steps, then that would make holes in the wall, and the whole thing would be at risk of falling down until she plugged those holes.
My getting frustrated and impatient with her was not helping. In fact, it made the situation worse, because she became more self-conscious about the level of detail, but then also became more worried about being wrong if she moved quickly and left holes. I needed to accept that this was how she processed, and then help her learn to keep that processing from interfering with my doing that job. She's never going to be the person who can just whip out bullet points in 10 minutes -- she needs an hour to write it up. But she could learn to take that writeup and then distill it down into bullet points before presenting it to me.
One of the biggest management flaws out there -- or, indeed, human flaws -- is to assume that everyone thinks like you. And it's such a normal assumption, right? Because you have only one data point, so why wouldn't you assume that others think that way too? But the flip side of that is that when people don't respond the way you expect them to, you assume that they must be doing so on purpose -- that they're either stupid and can't comprehend it, or that they get it but are being intentionally obtuse for some reason of their own. And that is tremendously damaging to any kind of relationship.
So if you want to manage these guys effectively, why don't you start from assuming that they're behaving this way because that's how their brains work? That they can't just sit down and do X until they understand it, or have evaluated all the ways of doing it, or whatever? Then work to meet them where they are. If you know this is a guy who needs to understand how his job fits into the big picture, take an extra two minutes and explain that to him. If you know that guy likes to question how things are done, then direct that creativity towards a target that meshes with your priorities (speed). Etc.