Blake Shelton and Gwen Stefani dish on their new Thanksgiving traditions (Exclusive)

It's Thanksgiving week, and Blake Shelton and Gwen Stefani have lots to be thankful for!

The cute couple hit the red carpet with fellow coaches John Legend and Kelly Clarkson ahead of The Voice live show on Monday, where they dished to ET's Cassie DiLaura on their plans for the upcoming holiday.

"We all fly out to Oklahoma, like 30 of us," Stefani said of her new family tradition. "Blake has this bed and breakfast hotel that we all stay at, and it's just pretty incredible. We have fun, we all cook together, it's fun."

"This'll be -- I wanna say the fourth [year], but it might be more than that," Shelton added of their festive family meetup on Lake Texoma. "We're taking all the Stefanis and then the Shelton bunch are gonna meet up there and just literally [spend] like, five days away."

Both Shelton and Clarkson agreed that their ideal holiday involves getting out of the hustle and bustle of Los Angeles. "I didn't grow up in a city, I grew up in the countryside. So it's nice," Clarkson said of holidaying at her own ranch in Montana. "I like the escape of getting out and [seeing] trees. And it's snowing, so we're gonna go snowmobiling and all that stuff."

As for Legend, he and wife Chrissy Teigen are taking their families just a bit outside of L.A., to holiday in Palm Springs -- with plenty of delicious food, of course.

"It's like a family affair," he said, adding that 3-year-old daughter Luna "begs" to help out in the kitchen. "We don't like potluck, though. We don't like people to bring stuff. We're like, 'We got this.'"

The four coaches are ready for a bit of a break after the tough competition this season on The Voice. While Shelton is the longest-tenured and winningest coach in Voice history, he's struggling a bit this season, with just two singers left in the competition as compared to the other coaches, who have three apiece.

"He's floundering this season," Stefani laughed of her beau.

"You know what's happening? She's his weakness," Legend guessed of having the country star's lady love back on the singing competition after a few seasons away.

"I'm like the kryptonite," Stefani joked.

Prior to the season, ET sat down with Shelton, where he opened up about how he and Stefani handle going head-to-head on the competition show.

"At the end of the day... it's no different than if Gwen and I were playing cards," he insisted. "She wants to win and I want to win, and that's what they pay us to do on this show, is to try to win."

The Voice airs Mondays and Tuesdays at 8 p.m. ET/PT on NBC.