In reply to RobE:
As others have said, you're probably going to struggle with conditions. I'd hate to see them get put off climbing because of a grim day.
If it was me (and it's not!) I'd take them indoors (i.e. The Foundry, The Edge, etc) - for their climbing. Chances are, they'll get far more done. I'd also show them outdoor climbing, say drive them up to the car-park at Stanage, where they can see people in action.
Conditions and time permitting, I'd get them well wrapped up and take them for a walk, say along the top of Froggatt, where they can hopefully see more people climbing. By splitting things like this, they'll probably get more done and begin to have an appreciation of climbing outdoors. It will always be there for them - and you - on a nicer day in summer.
Just some ideas. Whatever happens, hopefully a good time will be had by all. I'd have loved my parents to have taken me climbing when I was a nipper.
Mick