Go the easy route first and then toughen them up. If they hated the first icefishing experiences, they'll never want to go again.
Also, despite seemingly safer, docks are not always as safe as perceived. Wood and metal absorbs heat, so the ice doesn't always freeze nice and solid around dock posts. Some marinas also have bubblers around the docks to keep them free of ice in the winter. While bubblers may be placed far away, there is still a current generated by the bubblers and the ice can be thinner than it should be.
When I'm exploring a new lake, I actually make a point to walk around visible docks and marinas unless I know there is an established safe route.
I also agree with T.I. For 4 and 6 years olds, tossing lures off the pier is not ideal for that age group. Kids are not that strong at that age. Their attention to details isn't great. Their attention span is very low (1min of attention per each year old is pretty standard).