Make sure the mouthpiece isn't too big for them. If they're on a 5C, try a 7C. Smaller kids may have this problem.
Finally, make sure they're using fast air aimed towards the bottom of the mouthpiece cup.
If they CAN successfully siren buzz, the issue is with how they're holding the instrument, not with the instrument itself. Make sure there's adequate contact with the bottom lip and that the playing angle is correct.