You should first stop the session temporarily.
Asses the graze. Most grazes are small and easy to deal with so escort the child to the side of the area.
Whilst escorting the child off, reassure and ask questions about any potential allergies - latex in plasters is a fairly common allergy so be sure to ask.
As long as it is safe to do so, resume the drill / game that you were playing.
Whilst watching the children, get your first aid kit out and put your disposable glove on.
Clean the scrape with a wipe and apply plaster. Once the child has a plaster they will tend to resume the session.
When you can, fill out an accident report form and report in your session review, also let the child's parent know upon collection.