For Jamaica I would book the river float excursion through Carnival. It is fun, but at a slower pace than the white water rafting.
For Grand Cayman do the sting Ray tour. There are several, so lots to pick from. Little one might have to be floated, or carried, but it will be an experience they will never forget.
I agree about going to the park in Cozumel. The sea lions are not back yet, but the dolphins are there. E-mail Dolphin Discovery to get advanced tickets, and discounts on park admission.
Have a great cruise!!!