Great post! 

I think my son was 9 when I got back into the hobby (time is passing faster than I can keep track) and we started with my v.1 Space Hulk. He loves the horde pouring in on the marines who, in that game, rarely reach their objective.

It has a virtually one page rule set and moves quickly with plenty of peril which keeps the internet up.

We progressed to a simplified Kill Team (though we didn't call it KT, just Octarius) and models were incapacitated rather than killed. We simplified the rules to remove Tac Ops.

Then he was bought (not by me) the 9ed Recruit Edition of 40k which allowed him to start painting (I did all of our KT), first the terrain and now the marines. 

We have yet to play a game of 'proper' 40K but hope to get there in the next few months.

Like you, I have tried to restrict the access to some of the darker elements of the setting as I don't think it is age appropriate but at the moment he's happy to agree to 'Chaos is not for you' guidance. He's happy with marines vs Orks. 

Left purely to his own devices I think he would go down the AoS route (though I don't know which faction) and he likes the idea of Blood bowl but the game is just too complex.

We went to our local FLGS the other day, came away with some hobby supplies and Jr was thrilled when I gifted him some nice new synthetic brushes.

My daughter got into the hobby briefly when she was ~10 and expressed interest in doing more than look at my ‘little men.’ Similar to Rusted Boltgun, it really started with game nights of Space Hulk and Warhammer Quest. The rules were simple, games went quickly, and there was a manageable number of miniatures. From what she has said it was also more relatable in the size to what she saw in movies and TV shows. We did play some skirmish games eventually based mostly off the 2004 kill team rules. But she always preferred the board games.
 

We also had scheduled painting days too.  She was more interested in Lord of the Rings and fantasy than 40K, and more on specific figs she liked rather than caring about how they related to games.  She did not find the fantasy battles rules interesting. I suspect she would have enjoyed AoS if it had been out at the time.
 

She mostly stopped after a couple of years as other hobbies and friend activities popped up. Still play Space Hulk every so often and she reminds me of all the times she won when we first started. Any painting nowadays is focused on D&D stuff.

I have been slowing introducing my (adopted step) kids the world of 40k.  I purchased some units for them (their choice of armies) and had them fight one of my armies at equal points.  IIRC it was @40pts each. I had a Grey Knight Terminator and they had Eldar, Deathguard, and Necrons. I need to have them fight this was again with a little terrain and maybe 100 points. 

The hardest part is keeping them interested. I honestly don't expect them to be all in, they are kids, and want to play with their friends, watch tv, etc. which is completely fine. The issue I run into is when they want to "work on the models" and it is chore time or they are supposed to be doing homework. They have not upgraded to painting yet and they only have GW starter paints for the most part.  

Another issue is they are struggling to earn their allowance because they won't do their chores. So when they do go to the gaming store its "I want, I want" but have not earned or don't have the allowance for it. "No, I am not buying you, the Great Unclean one for $170. We are here to pick up a bottle of glue."

The youngest one I am teaching (10 year old) seems to be the most interested and is the one that loves crafting. He did the best in the one on one with his Necrons vs my GK Terminator but still lost in the end. He likes the building aspect but scared of the painting. I keep telling him he needs to practice, practice and practice some more.