Back to being adventurous for this suggestion. How about a bit of rock climbing? I’m an outdoors and adventure instructor among other things so this is something I can just get out and do whenever I want (the lockdown is now lifted enough for it to happen but I haven’t got to the crag as yet - waiting for the rush to ease off a bit first as we don’t like crowded crags).

If as a a dad you’re already of the adventurous persuasion then it might be something you already do and you can just head out with your kids and have a good day on the rock. If not, there are lots of climbing instructors out there who have had little to no work in the last few months so they’ll be glad of the business if you hire them to do a dedicated session with you. It may be that with some suitable social distancing measures you can combine into small groups as well - it’s easy to manage social distancing on a crag, there’s rarely a need to come within 2 metres of each other. A couple of times an instructor may need to for checking harnesses and knots but mostly they can work at a small distance.
If your kids are small then it might be that you simply do the setup and belay for them so they climb and you keep them safe but that’s often just how it is. If you have a capable older child or another responsible adult in the house then this might be more of a family outing if you want to climb as well and be able to take it in turns a bit more.