In kindergarten, Puppy (a puppet) talked about finding a bottle of "candy" in the bathroom. We recognized- is it safe to eat something we find? something in the bathroom? anything we aren't sure about without asking first? We helped Puppy make a safe choices by not eating the "candy." We helped Puppy brainstorm what safe adult he could ask about the "candy" (which turned out to be medicine).
In fourth grade we talked about a girl who is in chess club and gets invited by the college aged helper to meet him at the library for extra practice. He tells her that she doesn't need to ask her parents first. We went through the steps of recognize, refuse, report and discussed the importance of asking the adult in charge of you before you go somewhere.
I encouraged students to ask their adults at home if they had questions about any of our safety rules! My older grades also talked about the responsibility that comes with being increasingly independent. I gave them the "homework" of making sure they know/carry with them the phone number of at least one of their safe adults in case they need help.