Device connect: Settings/System/Advanced system settings/Device connect=Disable device connect
If you have a Roku player device, and dont want it turning on your TV indirectly using HDMI-CEC, you'd want to disable that too: Settings/System/Control other devices=uncheck 1 touch play
if you have a Roku TV, and dont want it being turned on by/turning on other devices connected to it (or apps on phones connected to other devices connected to it), then you might want to disable that: Settings/System/Control other devices (CEC)/etc.
If your kids are particularly adept with programming/systems configuration/networking they may figure out other available means as well (kids often find ways around access restrictions, as that tends to motivate them/pique their curiosity), so keep that in mind regardless.
Also keep in mind that if you use any of the relevant functionality yourself, you'd lose access to it if its disabled.