Multiple participants - multiple event registrations
I would take a look at the API csv Import. https://civicrm.org/extensions/api-csv-import-gui
I could not tell you right off what fields you would need to have in your csv file to accomplish this, but I think you should be able to do it. You might have to have each child on the list 5 times to add them to 5 events (but not a big deal because you could still do it as one import). You could save some csv "templates" for each club so you do not need to recreate them every week/month.