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You may also want to grab this fun file folder game from Kimberly Bourne Design for the kids to do. You can send one home with each child when you are done.
The following are LDS.org resources unless otherwise stated.
Thanks to Melonheadz for the cute graphics!
Time for Family Prayer- An easy maze or just color the picture of a family coming for prayer
Fasting and Prayer- Figures that you can assemble with movable parts as a family praying
Family Prayer- A poem
Prayer Reminders- Puzzle pieces to put together- could do as part of lesson with one half of pieces in a bag to draw out or older nursery can do
Shhh...It's Time For Prayer- Poem with Puppets you can make to act it out
I couldn't find any more that were related so if you find something, please share it with the rest of us! Thanks!