I just tell my kids that mummy and daddy keep them safe, so they have to stay close. If they go too far away from me how can I help them? It means they are great at the zoo/public places etc because they understand i am there to help them.

I always tell my dd (5) not to go home from school with anyone but mummy or daddy or grandparents. She is very wary of strangers anyway.

I also tell them if someone physically tried to pick them up and they don't know them to kick and scream and try and get away.