Its you who is coach, not the kids. Be consequent. The kids has to accept that it is you who plans the training, and sets the rules.
In most kid games there is rules, but normally not one controlling authority. As the activities during a training session normally are limited in time, and has a fixed purpose (i.e. fencing/physical training, warm up, …), they do not necessary follow the rules of ordinary games, and requires a certain amount of control from the coach. Remember it is not a playground, but a fencing school, and the rules are much like in the school gym. Most of the time the kids accept this control, without any problems, thus allowing both you and them to have fun.
If it of cause possible to play the games suggested by the kids, if it fits your program. But the kids are also there to get new experiences and the suggestions are not always something the other kids want to or can play. F.x. it does no good to accept a suggestion to play basket ball if half the kids are too small. Sometimes you can do votes about what to do, or do something for 5 minutes and then the other suggestion for 5 minutes.
Normally its a good idea to tell the kids that suggestions can be placed before or after training, but not during; as the program is fixed once the training has started, unless its a “vacation day” where the kids decides what to do.