Well there is the Great Central Railway from Leicester North http://www.gcrailway.co.uk/ but they don't start Monday services until mid July.

Do you have transport?

Space Centre (in town)
Twin Lakes (near Melton)
Twycross Zoo (not too far away)
Drayton Manor Theme Park (near Tamworth)
Conkers (Near Ashby de la Zouch in the 'National forest')
A walk in Bradgate Park (north of Leicester)

There are plenty of TableTable, 2for1, Brewer's Fayre, Toby etc pub/restaurants around - depends exactly where you are staying.

Yes we have transport. The space centre is closed on the Monday as that was what I planned to do. We're staying at the Leicester Markfield Travel Lodge. Will look some of those up and see what we can find

From there try Twycross or Conkers for kids that age...

We ended up meeting friends at Snibston Discovery Park. It was really good and wish we lived closer to return. It's well worth a visit if you are ever in that way at Markfield.