If you want to teach your kids to shoot safely, that's fine, but you should still keep your guns locked up when you're not using them. Even if you trust your kids not to use the guns without supervision, a visitor or an intruder could still find the guns if they're not locked up.
If I was to teach a gun safety class, I would attempt to correct any misinformation about guns before allowing the pupils to use the guns. First, I would ask how fast bullets travel before giving the correct answer. Second, I would allow the pupils to touch items that people think are bulletproof but in fact can be damaged by bullets. (Car doors are wrongly assumed to be bulletproof, for example.) Then I would shoot at those items on the range to show them how wrong they are. When the range is clear, I would allow the pupils to examine and touch them (or what's left of them).