You can take a gradual approach, or do it all at once. Some people do better one way, some do better the other.
Start introducing meals where you either don't have cereal, or start serving cereal (preferably a gluten-free type, such as most of the Chex cereals or Rice Crispies) as intended - a small serving as part of a balanced breakfast, not a complete meal in itself. That gets them used to the idea of things other than cereal as breakfast food.
When introducing other foods, start with familiar paleo-friendly breakfast foods such as bacon and eggs, grain-free pancakes/waffles/baked goods, or fruit and gradually introduce other things to whatever level of non-standardness you prefer.
Keep in mind that kids tend to be more sensitive to texture and flavor and less open to new things than adults. I'm not sure how well the sweet potato or nut/coconut "cereal" are going to go over with kids who are used to regular cereal. Those may be better to wait on until they've been paleo for a while. Or gradually add it to gluten-free cereal in increasing quantities - start with it basically as a garnish, and gradually increase the percentage of non-cereal until it makes up most or all of the serving.
Another thing you can do is serve paleo-friendly food that they already like for breakfast, regardless of whether it is traditional "breakfast" food.
And I agree with coffeeandcream - just serve what you're going to serve and be firm about it. The kids will eat when they're hungry, especially if you're serving something reasonably tasty.