Mid_range pencils from brands like Staedtler or Faber Castel offer softer application, which allows you to get more color into the paper. This can produce a more vibrant color and reduces the chance of white flecks of paper showing through. Softer wax pencils are also better for shading and blending.
Consistent Pressure Gives a Uniform Look. Keeping a consistent pressure with the crayon on the paper gives a uniform, pleasing look. If you're pressing hard, your hands will get tired quickly, so I prefer to press lightly. Interestingly, being aware of how much pressure you're applying seems to be really hard for younger children. It must be tied to motor skills in some way. It won't hurt anything to tell them this tip, but if they aren't implementing it, just let it go.