Doing this training in a group (small bunch of kids, and maybe their parents too) can be very helpful.
If there’s a parent who’s abusive, then the child has nowhere to go; but a group session might give him/her the idea of going to one of the other parents, or maybe to another child who was in the same group. Having another child as a “buddy” is useful in many ways.
Such kids will often identify a person outside their family as a safe adult. Or, they may fail to identify a safe adult at all ! It is always worthwhile to take some separate time out and talk to such kids.