I’d like to spend the night somewhere along the way to not spend an entire day traveling
Zurich works fine to break up the trip. Stay there.
You have 3 nights in Munich. 2 of your days will apparently be spent doing day trips by train, which probably means travel to Salzburg and back on one day and another day to Neuschwanstein or to Berchtesgaden, assuming you have been dazzled by the usual tourist enticements. So you will already have tallied 9-11 hours on public transport by the time you are ready to leave Munich for Wengen. It's understandable that you might want to break this journey up after all that. So... here's what you might do...
On Day 4, sightsee in Munich (something you probably haven't done yet!) and have a big Mittagessen. Then leave Munich at 16:49, with some sandwiches for dinner, on the DIRECT EC train to Zurich (20:28.) The train has a Bordrestaurant if you prefer.
On Day 5, have breakfast, then catch the 9:02 to Wengen via Interlaken and Lauterbrunnen (ar. 11:41 in Wengen.)
You can get one ticket for the whole family which covers your travel on both days. It's currently priced at €49.99 p.p. at the DB site on the date I checked. Enter a stopover in Zurich of 12 hours (as I did for the random date of June 24) and with some luck you will find something similar.
(If this were my trip, and if I were not all that interested in Munich, I would not include the lengthy day trips from Munich. I'd instead have a look at visiting the many nice places that lie roughly in between Munich and Zurich, places that are on my travel route toward Zurich already Landsberg am Lech, Augsburg, Oberstaufen, Lindau, Meersburg and one or two others come to mind.)