Combined Suggestions, Las Vegas

I'd suggest visiting the Pinball Museum & Hall of Fame (Pinballmuseum.org) and the Neon Sign museum/graveyard (neonmuseum.org).

Also, you may want to try the indoor skydiving (vegasindoorskydiving.com), and if they into guns/shooting, try one of the firing ranges. There are several that offer automatic weapons target practice, just Google search for them. Those last two activities are more costly than other activities though.

Don't forget about all of the free casino attractions (in addition to the MGM Lions). The Bellagio fountains, Mirage Volcano, the TI Siren show, and even the anamatronic statues in the Forum Mall are all worth seeing.

Since you're staying at Mandalay Bay, plan on them wanting to spend a decent chunk of time at the pools there, which are arguably the best on the strip. There are also several malls on/near the strip if they want to do some shopping. M&M's World and the Coca-Cola World stores near the MGM Grand are fun for all ages.

Most of the casinos have some type of game room for those under 21. Or they could try Gameworks, on the southern end of the strip, next to the MGM Grand.

Lastly, here's an idea - let them pick one or two of the restaurants you're going to eat at. With literally hundreds of restaurants location in the strip casinos or within a few blocks of the strip, you can find almost any type of cuisine you want to try. Maybe they'd like to try some Hawaiian, Thai, or Brazilian food?