R..
I agree with the key-only deadbolt. Or a shrill alarm. This is really mean, but I remember when my cousins kept doing this. So one night my uncle hid outside the door in a scary costume, and when the kids tried to leave the house he jumped out and scared the living daylights out of them. They never tried to sneak out again. Although... it did backfire a bit because after that the kids believed in monsters. (but they were able to convince the kids that the monsters only lived outside, and that the monsters were scared of grown-ups...) lol. I also agree with the parents that say this is a spankable offense... if their safety is on the line, and you can't do anything else about it, tan their little hides. they will learn. It's better than being kit by a car, kidnapped, attacked by an animal, fall into water, or any other thing that could happen to unsupervised preschoolers.