Set up a senario starting with stranger danger (I know it's not always strangers but maybe start there). See if you can get a picture of a man in a park and say to the children "One day you went with your mum to the park and a man said to you, come with me I have a cute puppy." What would you do? Eg Tell my mum what the man did. Why?
Show a picture of a student walking home from school. "A woman stops her car at the side of the road and she says your mum is really sick and that you need to go with her to see your mum" What do you do? Eg Say No and keep walking. Why? Discuss.
Talk about how you feel when you are scared. Read a book about feeling scared. Talk about what happens to your body? Eg your heart bumps harder, your face goes red, you feel shaky etc. Sometimes people can make you feel like this, sometimes other children and sometimes big people. That when you feel like this, what can you do? Eg Tell that person No and if you are really scared to tell someone you trust. That it's okay to be scared and that people can help you but you have to ask for help.
Get them to draw themselves and draw some signs of being scared like red cheeks, shaky hands, the heart etc. Draw some things around themselves like the word NO or draw someone they can tell if they are scared (parents, sister, teacher etc)
Primary school teacher. Never done this topic but this is how I would handle it.