In reply to traceyh.id:
I recently did some messing about at Marloes Sands. Not a great venue for kids bouldering but a good beach. Very long with some quite impressive scenery. More info here:
Marloes Peninsula
If you google Pembroke Bouldering you should find a 2008 download which contains some info about venues in the area. I think the best area is on Freshwater East beach? Don't think there is a proper guide for these venues, you just have to go along and make it up.