J.G.
The best advice I can give you is to let them stop on their own. If you are constantly telling them to stop, they will need the confort it provides even more. One of my daughters sucked her fingers until she was 5 or 6, then one day she just stopped. The bigger deal you make of it, the more they need it. If you ignore it, they will most likely stop. I sucked my thumb WAY too long. My parents were constantly telling me to stop and it just humiliated me and made me need it more so I got better at hiding it.