As suggested by
Travel The World in post #2 have a look into Egypt at
these All Inclusive resorts. True they are not in Southern Europe but if you decide to visit Cairo and then follow up with a cruise down the Nile the kids will get exposed to lot of ancient history dating back 4000-5000 years. It was a great learning experience for my college going daughter when she made the trip with us.
If your teenagers are big eaters then you don't have to worry about them going hungry or thirsty at the resorts.