Provide a template for the children to draw around on two A4 pieces of black sugar paper. (or construction paper). Cut out the Christmas tree shape. You can make this easy by folding the paper in half and making a cut to get started. Then flatten out the paper and carry on cutting out. Make sure the children keep the right bit of the paper to make the window.
I make two per child so they can sandwich them together at the end and then whichever way you look at the stained glass window it will be neat.
Have lots of brightly coloured tissue paper to cover over the gap. You can layer the paper to create more colour blends but be gentle with the glue
Very young children would need a ready prepared window. They can stick tissue paper to a piece of acetate (rough side) and then add the A4 black tree.
To add something a bit extra – have a few pictures of stained glass windows to show to the children or even visit somewhere that has some. You can’t beat the real thing. http://www.stainedglassmuseum.com/ is a useful link.