Hiya,
The first year we went, I bought little paper wristbands and wrote my phone number and hotel name on them and put them on my girls. Now they're a bit older, they know that if they get lost, they're to find a CM if they can't see the castle from where they are, and get directions to the castle, then to go and wait there.
It's not happened yet, thankfully, but I like to have plans for 'just in case' moments.
Hope this helps x