A great outdoor activity, or even a birthday party idea, is apple picking.
My kids went to a birthday party at a local orchard, and they loved it. After picking the apples, some they took home to eat, and some they made into a great apple pie! Much better to bring home than a loot bag.
Check with your local orchard for details on day trip events, or to reserve a birthday party.
It's fun, a nice day outside, and at the end of the day, you have some nutritious snacks that your kids will want to eat, because they picked them themselves.

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