This story comes from Daniel 6 and is about an amazing guy who does what is right even when it's hard.
Here are some ideas you could try : 

Read and act out the story with your family (Who's the LOUDEST lion?)
Make a lion mask (cut out & colour an old cereal box)
Talk about... Those hungry lions love eating meat - what do YOU love eating? 
Is it easy to do what is right, when everyone else is not? If someone is mean to us, should we be mean to them? How we can be people who make God happy?                
Pray that God will help us to make good choices especially to put God first!