my 5 & 7 year olds didn't like the feel of them on their wrists so they intentially would take them off without me even aware (I didn't even notice it on my wrist, on the smaller size) So I held on to them the entire time.
I would be the one to put the mickey to the mickey on rides to hurry up the lines a tad. I just told the CM's they were for "these two" and the CM's never batted an eye, so I'm sure it's fine if you were the band. They may be a bit more picky as you are entering the parks though.