Grand Turk has a decent cruise terminal. There is a beach right at the dock as mentioned and a Margaritaville with a large pool and a flowrider. Your kids might enjoy the flowrider. I did it last year and had a blast.
The flowrider sells out quickly though, so you should go online and pre-reserve it if they are interested.
Are you on the Emerald Princess? We're doing that same itinerary on 4/11 on the Emerald.