L1 Visa at Overseas Consulate possible?

Here's the situation. I have been transferred to the US branch of my current employer. I currently reside in France with my wife and child. I am Canadian, they are Australian. The intent is to have me on an L1 visa that I can get at the border.
Since my wife and child are not Canadian, I believe that they need to go to the US consulate to get their L2. They cannot get it at the border. Is this correct?
Additionally, could I get my L1 at the consulate (in France)? So that it is one stop, instead of flying to Canada and then flying back to France before a move to the US?
Is there any restrictions on getting the L1 at the border since I don't have Canadian residency?

Any help that can be provided would be greatly appreciated as I'm trying to get this done ASAP.

Thanks
Stephen

You can get your L1 at consulate, and have family processed at same time. L1 can be obtained at border by Cdns, but consulate (especailly overseas) will accept.