Jam a plastic fork into each end of the cob for makeshift corn holders. Chances are you won't actually get the fork into the cob itself, however you can definitely push it into the kernels.
*forehead smack of "why didn't I think of that?"*
My tip where corn on the cob and kids are concerned: break the cobs in half, or even cut into "wagon wheels" with a sharp, heavy knife. Easier to hold and eat, less waste.
Other corn-on-the-cob eating tricks?
Related: Cool summer snack: Frozen corn