Object Lesson: Kids gives directions to leader - how to make a PB&J sandwich (teaching following rules).
One of my favorites for teaching following rules is to do PB&J sandwich making. The kids are the ones who tell the adult leader the exact "how to" instructions. The kids one at a time give you one instruction each, in the correct order and very specific, what to do to make the sandwich. Follow their instructions literally (which makes it funny). For instance, the first child might say "open the peanut butter jar" and you might try opening it with your teeth or feet! You want them to specifically say "put one hand on the jar and one on the lid and twist the lid to the left until the lid comes off", using this format all throughout the process. Listen very carefully to what the kids say, so that you can catch them being general about the instructions. For instance if they say "spread the PB on the bread" you might put the whole jar on top of the bread and rub it around. It's a lot of fun and can make them see that God's instructions for us are also very specific.