When about time to start shooting a BB gun gun apart a shotgun shell, show them the bb's. Talk about the differences and similarities between the shotgun, rifle and bb gun.
Have them carry a full pop can to where you can shoot.
Set it about 15 yards away.
Talk again about the similarity again.
Shoot it.
Have them carry back what you can find of the can.
Seems like they spend most of the time looking at the 1/3 of a can left and it sticks with them.
Will they still point the bb gun in an unsafe manner? Yes, but they will be harder on themselves because of what they saw and respect.
$0.02.
Oh and make sure to shoot at that distance without the young audience to make sure you know where the gun is going to hit. I missed with the second kid and much of the poignancy was lost in the pointing and laughing.