9 day trip with toddlers

Wengen is nice and anywhere in that Jungfrau region will have beautiful nature, but if you want to see cheese-making then Murren is better. There is a rustic cheese-making farm up a couple of hills from Murren at Schiltalp. Check with tourist info at Murren and you may time it right to see them make it. A more modern cheese-making facility is just up the slope from Winteregg, which is a 10 min train ride or 1 hr hike from Murren. They are shown on this map:

https://terrelledwards.files.wordpress.com/2012/01/hikingmap1-3-2.jpg

Engadin is going to be quite a journey from Zürich or Lucerne. Though it could give you the opportunity to travel part of the Bernina express to St.Moritz. But you are going to be travelling for around 3-5 hours depending on your route and transportation.

I don't know the area well enough but since you are already going to spend 5 or 6 days in or right next to the mountains wiht Lucerne and Wengen, I'd suggest that you pick something else.

Montreux will still give you access to some mountainous terrain but also the lake, castle Chillon, Lausanne, Läderach Chocolaterie Vevey, the wine terraces around Lavaux: https://www.myswitzerland.com/en-ch/lavaux-vineyard-terraces-the-swiss-wine-route.html