Personally I do puppet theatre, but that’s because I also like it. It can be hard if you’re not really into it. But even reading a story can be fun, especially if you do the different voices and so on. Basically kids want attention.
Now if you have more than one, things are harder to control, but at the same time you can let them play with each other and just make sure they don’t get killed (at least not too much). My daughter and her friend even play with the ball in the bedroom (but it’s a soft ball and nothing to break). Plastecene is a cheap and fun solution. And it’s safe as long as they don’t eat it. Also painting, as long as you don’t mind cleaning afterwards.
My daughter also enjoys having a bath, and especially in winter this is also a way to keep warm, so she can spend up to an hour in it just playing with her duck. But not all children like that.
Depending on the age there are also board games that you can play with children. Or even make your own games, maybe try to educate them at the same time. I teach mine the alphabet and ask her do draw the different letters, or we count different things or even play “name the planet”.