I did some research for VPN solutions but I think they are too complicated to set up (we are talking children here). Also I don't want to open up my whole network to others. With this little hack, I just start a instance of mclanproxy on my network and tell my daughter's friends what to enter in Minecraft's Direct Connect menu.
mclanproxy is plain C using Berkeley sockets but uses ip_mreq and getopt which seem to be slightly non-standard. Should work on most Unix/POSIX environments I think, possibly cygwin as well.