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I've started the same thing with my 6 and 9 yr olds. I'm doing much as Mr. burning and Mr. Thorne have suggested. I give them a half dozen figures or so, we set up some terrain, and everything is 4+. After a couple of games, I throw in a commander each that does everything on 3+, and gets to do it twice each turn. Right now I'm not focusing on all the Warhammer rules, I'm teaching them gaming rules: turn sequence, core concepts, terrain and movement... The more games we play, the more strict I get about accurate measurements and sticking to the rules. Good luck!