Ugh. I totally see where you are coming from. It sounds like they aren't exactly clueless from what you've witnessed.

I tend to let things go if at all possible, but this sort of feels like they might be wearing a "game trail" across your property at this point. My concern would be that it's only a matter of time until other people on walks think it's a short cut.

The neighbor you're worried about offending with a no trespassing sign isn't being a very good neighbor to let them cross her yard and then into yours. You shouldn't feel badly if you want to post a no trespassing sign. In fact, I think you should do that if you don't feel that talking to the parents is a good option. They may think you're a jerk, but seriously, this is your yard. It's your property to do with what you see fit, and if you don't want someone walking across it, that's your prerogative. Don't feel badly about holding your ground, in this case literally.

I think someone else posted about rights of usage laws. I don't think you would have an issue, but there have been cases where properties have been altered because of how people begin to use them. I had a friend who allowed another neighbor to use a back easement on her property to access their property for convenience sake. The next neighbors did the same thing not knowing that it was just her being nice. As I recall they ended up in court, and the judge ruled in the neighbor's favor because that area had been used to access the other property for so many years is now considered a right of usage. I don't think you would run into anything like this with your yard, but it's also important for you to protect your domain if you feel there's a problem. Usually a posting of some kind is all it takes.