How about constructing the "scene" of Jesus' triumphal ride into Jerusalem using edible "construction" materials such as the infinitely moldable "Rice Krispie Treats."
(Tip: add a little more marshmallow and butter so they don't quickly harden.)
Each item becomes a reminder of an important teaching point. Kids could make their own, or make it as a group project. Use food coloring to create different "materials."
Palms: green rice krispie treats. What are you doing to praise Jesus in your life and prayers?
Rocks singing: round rice krispy treats. What are you doing to speak out for the needs of others -- those whose voices are going unheard?
Donkey: made out of rice krispie treats. How have you made Jesus YOUR king?
Road: crush brown cookies set in a thin layer of icing on top of graham cracker "pavement" or make a thin "pavement" by rolling a krispy treat. What are you doing to make room for Jesus in your life and find ways to serve him?
Tip: Use food-grade gloves to handle the krispie treats and spray them with cooking spray.
Tip: Construction on a lightly greased surface then transfer to wax paper to go home.
You could also make individual shapes that represent parts/ideas and SKEWER them like a Palm Sunday Kabob and give them away.