This is an activity where an adult must be involved
A Christmas tradition in many homes and neighborhoods is designating a night during the Christmas Holiday to line their driveways and sidewalks with candle luminaries. It is a beautiful site. Be careful with candles for it is easy to receive burns when lighting candles inside the luminary bags.
Purchase brown or white quart sized paper bags and let the kids draw their own Christmas designs on them. These are easily lit with small decorative candles or sterno candles. Place a rock or sand inside the bag to keep it from blowing in the wind. A fun idea to get children involved is to use a plastic bucket (half gallon is ideal) and pack it tight with snow. Just like in the sandbox, when you turn the bucket upside down on the ground you have a flat topped cone. You can hollow out the top with a butter knife or push a hollow pipe through. The kids can also roll a large snowball and hollow out the center (just like a Jack-O-Latern) and use this as a welcome luminary.
If you don't live in a cold climate, coat the inside of the plastic bucket with cooking oil and fill it with water. Place this bucket on top of a dry rag inside your freezer. The rag insulates the bottom and slows the water freezing nearer the rag. In about 4 - 5 hours check the bucket. The water will freeze from the outside to the inside. Don't let it freeze to a solid. When the ice has thickened to about 1/2 inch, briefly run the bucket under hot water to turn it over and slip off the bucket. Poke the top of the ice and drain the water out of your ice luminary. The top side should not be as thick and easily removed. Place a sterno candle inside the ice.
Another easy idea is to fill balloons with water to make round ice luminaries. Place the balloon in a bowl to keep the rounded shape while it's freezing. Again, don't let the water to freeze all the way through.
You can use a cardboard box as a portable miniature stage for a silhouette luminary. Gift boxes or large cereal boxes work great for cutting out shapes. Use outlines of common Christmas shapes such as Santa, sleighs, Christmas trees, stockings snowflakes, etc., You can trace shapes from cookie cutters or cut pictures from magazines and trace these to your cardboard. To reflect light, line the inside of a cardboard box with white paper or have an adult spray it with white paint. Cut a hole in the back where you can place the head of a flashlight. Staple, glue, or tape your silhouetted cardboard to the open end of the cardboard box.