So, after that last conversation with my parents, I went home and asked Theron (Firstborn, age 4) what he does at church. He said, "The ladies wait for kids." He's referring to the underappreciated (and doubtless underpaid) women who run the nursery. Theron should probably be in Sunday School by now, but I prefer to have him in the nursery with them. My parents' church is... well, it's a distinctly older congregation. There aren't that many children, and there are hardly any babies. I don't know what they're going to do when Theron moves up.
After that, I asked him what his grandparents did at church. He said he didn't know. I asked him if he knew why they went. He said he didn't know. And then - I swear by everything I hold dear, I am not making this up - he sang, "We're here because, we're here because, we're here because we're here."
Well... Okay. So I asked him what he knew about Jesus. And I should have written this down earlier, because I've lost the critical details. But he answered, basically, that Jesus loves us, and Jesus protects us. Out of curiosity, I asked him where he'd learned that, and he said he didn't learn it. I suspect that means that he's culled it from various sources: I know that his Vacation Bible School hit a lot of Christian topics, and I wouldn't be surprised if the ladies in the nursery - or his Nana, my wife's mother - had talked to him a little.
So that's his understanding. As far as I can tell, church is just something he does, reflexively, on his way to spending the rest of the day with his grandparents. The connection between "Jesus loves you" and Going To Church is tenuous at best. And trying to get from "Jesus loves you" to "so people eat this bread because they think it's His body" is going to be... well... interesting.