They did that with the preschool at our church in Tulsa, when they were taking the children to the playground. Each child had a knot in the rope that he had to hold on to.
There was a little girl at Mass last Sunday, looked about two, who apparently had just learned how to unbutton - she took her button-down denim dress off and stood there in her t-shirt and underpants. Her dad tried to get the dress back on, but she put up a fight, so he took her out & didn't bring her back till she was dressed again. I'll bet she doesn't wear that dress again! At least not to Mass.