We present here an investigation of the magnetic ordering in the Mott insulating oxyselenide materials Ln2O2Fe2OSe2 (Ln = Ce, Nd). Neutron powder diffraction data are consistent with a non-collinear multi-k ordering on the iron sublattice structure and analysis indicates a reduced magnetic correlation length perpendicular to the [Fe2O]2+ layers. The magnetic role of the Ln3+ cations is investigated and Ce3+ moments are found to order for T < 16 K.