What you are assuming as a major "never do this", may not be so clear and concise to young kids. They need to be told and repeated the things they should do and the things they have to avoid at all cost. And a stranger luring them to see his puppy, kitty, new toy or anything whatsoever should be top of the list!
Have a contingency plan in case they get approached. Rehearse scenarios until they feel confident and comfortable. Make it a game. Your kids lives are definitely worth it!!!!