Younger kids usually wear electric crowns (http://www.clasohlson.com/medias/sys_master/8873344040990.jpg) instead, if it makes you feel safer.

It's a weird custom, but I like it. Since it coincides with the Nobel Prize ceremony, the prize winners always get their own Lucia march early one morning, and apparently more than a few of the have been scared half to death by being woken up early by a gang of women dressed in white, with fire coming out of their head, and singing three-part harmony... :)