In my opinion it is much better for the kids to learn how to do things safely, rather than shield them from anything that could be remotely dangerous.
Make sure they stand clear of the gantry, where proper eye/face protection, ear plugs/muffs, don't wear synthetic clothing which may ignite from the sparks, wear a welding jacket and gloves if you will be close to the cutting, etc.
If you build the enclosure, I would think you can get tinted polycarbonate which would do the job. I know there is a green tint used for some laser enclosures.
Once they get out in the real world they will largely be responsible for their own safety. You have the opportunity to show them the proper way to protect themselves.