Art - Prayer Chains
The first thing that popped into my head was a prayer chain -- like Advent chains -- that kids could write prayers on and hook together.
We did this once and the kids each wrote one prayer request on a slip of paper for the big chain we left in the room and added to each week (which is now in my office!) and the same request for each of the other kids in their class. The kids made chains to take home of their classmates prayers that they could add to prayer time at home. Two ways the prayer chain would be symbolic of your lesson - the chains Paul wore in prison and the way prayer connects us to each other and God.
We had them write on 11"x1" strips of paper. For the younger kids we copied off pre-printed ones with blanks that said "Dear God, ______ needs our prayers because _____." Older kids wrote their own. Then glue the prayer to a 12"x2" construction paper strip. They could be decorated also.
You could use 4 different colors of paper for the 4 types of prayer, also known as THE A.C.T.S. prayer: Adoration, Confession, Thanksgiving & Supplication. And have them write one of each which would take longer. Any time we discuss prayer, we talk about the ACTS prayer!
Update: You can also make the chains out of TYVEK plastic paper...the kind that won't tear. Cut up a tyvek shipping envelope into strips. Write on them with sharpies.