For Daniel and the Lions, we used several of the ideas on this website, but then we also decided to do a "sensory" lesson, mixing it up with some of the idea from here.
We basically shut the door of one of our Sunday School rooms and put up a big sign on the outside of the door saying "Warning - keep out. Live lions inside"! We also blocked the view of the room from the outside so that no-one can see inside.
I can tell you - that sign and the mystery behind it already evoked a mixture of awe, curiosity and apprehension from the younger kids and of course some wise remarks about the probability of that actually being true from the older kids :-)
We then set up two speakers inside and played lion sounds over the speakers (controlled over blue tooth with my phone so that we can play and stop as needed) whilst we sat outside the door on the floor. I read them the story and started the lesson discussion outside the door, and then we blindfolded the kids and took them inside to "feel the lion" (any furry object will do) and "feel the bones of a carcass left over after a previous meal" (any smooth cold hard object). We also had a chain rattling (the chain that the lion was tied with) and a very bright light (the angel appearing). All of this whilst the kids was blind folded.
They absolutely LOVED it. The older kids obviously did not believe there were real lions, but they played along anyway and loved it.
The middle kids were a mix, but for those who were scared and thought that it may be real, I just whispered in their ears that they are not real lions.
For the young ones - I told them upfront that there is definitely NO lions in there - we are just going to pretend. The sounds are not real and we'll blindfold them, but remember it is not real.
Some kids were too wary, and I just told them they don't have to put a blindfold on at all, so they were happy to play along and see the other kids go through the sensory activities, after which they then also wanted to be blindfolded.
Please see the attachment for a "step by step" instruction of what I did.