YMCA is best choice for those ages. Most classes will be in TST though.
Bikes and Scooters : Very easy to rent in many places for very reasonable prices. Lantau, Shatin, TST and many more.
Camping : As long as you dont mind paying for it, you can do "lazy camping" where someone rents and sets everything for you. See
http://www.oohlala-hk.com/camping they are right on the beach and you can spend several days there.
SurfCamp : the same people also run yearly surfing camps;
http://www.treasureislandhk.com/ contact them for details.
Swimming Lessons : very popular in Hong Kong. Go to your local public pool and look at the swimmers. You will find a few people that are coaching. Ask them. Many of them will have brochures they will give you.
Hong Kong is full of beaches which are full of Sand, Water, shells etc; all the things kids love. You could go to a different beach every day for several months and not exhaust them all. Here is a list of some of the popular ones, but there are many more:
http://www.hkoutdoors.com/hong-kong/hong-kong-beaches.html
Lastly, public pools specific for the kids:
SaiKung, Hammer Hill, TsingYi all are kid focused with toys, sprayers, slides etc etc. The one in this picture is Saikung:
http://www.lcsd.gov.hk/beach/en/swim-intro.php
Canada is so over-rated
HC