Colorado State University offers a workshop called RELATE. The workshops cover a variety of different topics, and one of them happens to be bullying. It has several activities do with your children.
Here is some additional information on the marine life activity in the workshop.
The also suggest a few books:
Dealing with Bullies by Pam Scheunemann
The Ant Bully by John Nickle
Nobody Knew What to Do: A Story About Bullying by Becky McCain
Four Hens and a Rooster by Lena and Olof Landstrom
Stand Tall, Molly Lou Melon by Patty Lovell
Berenstain Bears and the Bully by Stan and Jan Berenstain
Lastly, Colorado State also has a set of activities to teach young children about tolerance. The curriculum is called Fairness for all Individuals through Respect (FAIR). This can be used with a small group of children.
Feel free to ask any follow-up questions!