Get the train out to Cascais then an Uber to Guincho or Adraga, both excellent beaches (Adraga probably better for children as its less busy). Come back to Cascais and have an early dinner of chicken peri peri and chips for the kids before getting the train (Dom Manolo in the old town used to be good, but this was thirty years ago when I was a child..I think it's still there though)