Been meaning to opt my wife and kids out of prescreened credit offers and freeze their credit reports for at least a year now, finally got around to it this evening. Unsurprisingly, a permanent opt-out requires postal mail and freezing the credit of your minor child requires hard copies of half a dozen documents, all sent by postal mail ... the agencies make it as difficult as they possibly can while still grudgingly complying with the letter of the law.
Worth it though: if you haven't already frozen your credit report at all three agencies (for US persons anyway), you should do that immediately. It's the only sure-fire (mostly) way to prevent identity theft resulting in fraudulent loans and lines of credit in your name.