> what can I do to keep them away from stuff 99% of people agree isn't for children to see, without something like this?

Nothing. VPNs exist (including free ones), some of classmates will have unlocked devices, etc.

Next question?

Teens for sure bypass all restrictions. Teens are young adults. My suggestions are for small children. Once a small child evolves and adapts to their surroundings, they too will one day bypass things. Reward them when they do this, it means they're smart and you did a good job.

block all VPNs?