We recommend SISU mouth guards - they are thin, but form a hard barrier when moulded and thus fit securely in the mouth.
They are more expensive than other mouldable brands, but these can be easily re-moulded upto x20 times, as teeth change/move in the mouth due to growth.
They are available in a variety of colours and in three sizes - starting with small, which is suitable from age 6 years.
They can be purchased from Amazon SISU Mouth Guard