I'd think foil dinners/hobo stew might be kind of fun, and very customizable depending what your kids like! I think they typically use ground beef, potatoes, and carrots, and then you can add any other vegetables you might want. Throw in some butter and a little bit of water to help prevent burning and then stick them in the fire for a while!
Also, when we were growing up, we would bring Pella Bologna (a specific type of ring bologna from Pella, IA) and skewer pieces of that to roast over the fire. I would think that would work with any kind of ring bologna! It provides a nice alternative to hot dogs, if you don't like them.
I've heard of the banana boats and would LOVE to try one! I've never seen the cake-in-an-orange before - how creative!!