You can use buttermilk or milk instead of water while kneading the dough, so your Thepla can stay fresh for longer time.
Even you can roast Thepla using ghee instead of oil, it makes softer.
You can serve your kids this Thepla using jam or ketchup, spread over the Thepla, roll it, and then serve them, I am sure kids love it.
If you want to make it vegan use vegan yogurt, such as coconut or soy or just squeeze half lime juice instead of dairy yogurt.
You can use kasoori methi instead of fresh methi leaves, just soak kasoori methi in a hot water about 30 mins, darin and add into the flour to make theplas.