Add a PIN to your Roku account at https://my.roku.com and set it so that no channels/apps can be added without the PIN. Unfortunately, Roku has had issues in the past where any PIN can be entered to add a channel, but hopefully they've fixed that glitch by now.
Note, however, unless Roku has changed something, the PIN only prevents adding a channel through the device's user interface. Adding a channel to the user's Roku account via the Roku website doesn't require entering the PIN. Be sure the kids don't know the password for your Roku account, and that the browser(s) being used don't enter your password automatically.
