Have the kids create soup bowls out of molding clay. Let air dry or bake as required by the type of clay you use. Decorate the bowl with acrylic paint. During the sculpting and painting, explain the story of Esau trading his birthright to his younger brother for stew to fill the bowl. Explain how valuable the birthright is, that it would give him land and possessions from his family, and that trading one meal for a future of wealth is a foolish decision.
Make paper sack puppets of the main characters in the story. Esau was red and hairy, Jacob was fair-haired and smooth-skinned, and their parents Rebekah and Isaac were very old. Play out the story as you read the passages from Genesis.
Create a line in the middle of the room labeled "choices" and designate one side as good and the other as bad. Play a game where the kids are asked to make choices. The teacher gives each child two choices from which to decide. The class votes whether the choice is a good choice or a bad choice. Start with some Esau and Jacob biblical examples, such as bowl of soup versus a birthright, and lying to your father versus telling the truth. Introduce other choices such as paying attention in class versus playing on your own, obeying your parents versus wandering off, or taking a toy away from someone versus asking for it nicely.
Use coloring pages to allow the preschoolers to color pictures of scenes from the story in Genesis about Jacob and Esau. Read the Bible or teacher lesson plans about the story to discuss the principals of choices and deceit.