By reading with students about how the moon changes, demonstrating the experiment, then letting students try the experiment in cooperative groups, followed by having them demonstrate what they've learned in written and illustrated form to others, the students will be actively involved in learning about what causes the moon to change as well as giving them opportunities to articulate what they've come to understand.
Students learn by doing, but they retain what they've learned by teaching it to someone else.
A poster illustrating the phases of the Moon. The Moon Seems to Change, Crowell Publishing, 1960. Read The Moon Seems to Change as a motivation. Demonstrate how to use the materials to do the experiment. Have students do the experiment in cooperative groups, making sure they identify each phase of the moon.