Imagine you are trying to impress on volunteers the importance of confidentiality for clients or members. Give then a scenario where a volunteer inadvertently reveals the identity of a client. Have them discuss it and why it is important to protect the client. Confidentiality agreements make more sense under those circumstances. Use variety in training techniques.
All group work makes for a boring training session.
Be sure learners' practice. The best training always includes the opportunity for learners to practice what they have learned. This can be in a small team of two or three where they can get some feedback or for the entire group. Practice is the way in which adults learn and good trainers make time for lots of practice in their sessions. Canadian Training in Nonprofit and Volunteer Management From Atlantic to Pacific, Canada has training program, credit and non-credit for those who work with volunteers.