I've had good experience with EVS Option Mini knee guards - eldest has used them from 4 through to 8 (just now thinking he could do with something different). Considering the abused state of them it's clear they've done a good job on numerous occasions. Google them, CRC used to do them, but not at the moment, plenty of MX places seem to though. They strap on and off too, so easy to stick in a bag to be pulled out and strapped on if wanted.
I did the MTFU/KTFU thing, then realised he had a lot more fun when he worried less about falling off and I could save the MTFU/KTFU talks for when I really needed them... like the 2 mile one-legged ride back to the car, crying all the way (from the boy who never cries). Plus there's always plenty more bits of them to get hurt once you've ruled out the knees
After lots of minor and one very major knee injury (which could all have been avoided with pads) I now nearly always wear them. The pure relieved joy of just jumping up and back on a bike and then thinking "Hmm... if I hadn't been wearing pads that would have been a bit of a bugger" is something I'm very pleased to pass on!