When I was in Russia, I worked as a nanny teaching English to toddlers by immersion. When we were playing with letters, they knew that we were doing English letters, not Russian. We would sometimes get into 'arguements' when they didn't want to accept that a letter (usually their initial) could be different, but I would just say clearly
Just say 'We're going to learn Russian letters now!' and name the blocks. Often children really find it funny when something looks the same but means something different. When my brother was three he would tell anyone who listened that 'juice is a sock on Russian!' - maybe pointing out the fact that 'this looks like an English b, but in Russian it is pronounced 'v' - isn't that interesting/cool/funny'.
Hope this helps
Ezhik