This is actually a tough one. Most of the topics that need to be covered in all types of safety training are, in reality, quite dull and hard to spice up to keep attention yet still get the message across. Things like fall protection and assembly safety and OSHA rules are best just dealt with but when it comes to your company's approach to guest safety and those times where your crew has to interact directly with guests, try some role playing with everyone involved including management. Create a real life scene from things that actually happen on your midway with people in roles they do not normally hold, let the scene play out, and then while you have coffee or something let the players review what happened from the point of view of their real job and how it could be better or safer. I've been suprised sometimes at how much people get into this and then they stop and think. Put someone from the office as the ride operator, put the ride operator in the role of the patron with a few too many beers, and let the electrician be the office manager. Soemtimes you get some really amazing results.
When you can, have someone from outside the show come in and offer their experience and views. I would enjoy doing a session on rigging and fall protection for a show for two reasons. One is that I would learn from the show crew what their real issues are and how they feel and then could use my experience in the live entertainment industry to help them find solutions that would work for them but still meet the requirements and keep them safe. Sometimes the best solutions come from those who have to deal with the issue. I would actually volunteer to do this for a show here in town.
Keep up the effort. The industry has to continue to improve in this area and make it a great and safe place to work.
Warren