I've used the clubs several times; I've never seen anyone tip, and I'm not sure how you would do it anyway. The clubs have several staff members on duty, and they all circulate around helping the children. There are also sometimes shift changes during the evening, so the person who you spoke to when the child checked in may not still be there when he leaves.
I always thank the staff profusely and I insist that DS thank them, too. If the service was really special, I'll send a note to the hotel mgr. to say how pleased I was with the CM's.