G.H.
One word, props. It's so hard because their imaginations are so vivid! When my daughters got into the monster/fear thing we created swords out of cardboard that they then decorated (mind you, this is 4 years apart from each other). Of course, I checked to make sure everything was all clear before bed too. Maybe if you guys did a check first thing in the morning and them they had a prop to be brave it would help?
All my best, G.