Idioms are notoriously difficult to translate, because they rely on the peculiarities of the language to express an idea, and playing with the words of one idioms often means you don't have a direct way of playing with those words. In this case, the typical way of expressing "have it your way" is with vincere (see II.γ, and conceding to their whim and way is 'to let them win.' So:
Cum a Cotta primisque ordinibus acriter resisteretur, "Vincite," inquit, "si ita vultis," Sabinus.
Since Cotta and the principal officers offered fierce resistance, Sabinus conceded to them: "Have it your way, if you so want."
But you don't really get the expressed possessive adjective there.
One potential way that would take vincere more literally is with a new adage, such as:
sine vincant tua proelia
Allow them to / let them win your battles
'Allow' and 'your' are both singular here. For the plural, it would be sinite...vestra.
By itself sine vincant can reasonably stand for "let them have it their way" (unattested, it seems, but is found in Smith), and so the twist would come in with the unexpected tua proelia. It's no longer "oh, just let him win," but now, "let him win what you want to win."
Since this wasn't an established saying, the sentence's intended meaning isn't immediate obvious without context, yet one can fathom this being given ad advice with further elaboration to make it clear just what is meant.
But the same is true for the original saying: context and knowledge of the idiom are needed to understand what is intended.