To get young children involved in health and safety issues, I would probably do the normal 'rules and why we have them' talk.
Why we musn't jump from the climbing frame or similar
Why we use our quiet voices and walking feet
How to deal with strangers
When going on a trip, how should we arrange ourselves and why
Whay could happen if we played with matches :sorry:
You could make up a display covering some of these ideas with photos of the children in role play?