misdirected prayer

So we're driving home from church and I ask Miles about the lion puppets he made in Sunday School. It turns out they're learning about Daniel and the lions, and (after some prodding) he tells me Daniel had to go in there because he disobeyed God.

I try to clarify: no, Daniel obeyed God and disobeyed the king, who made a rule that you could only pray to the king, not to God. I go on to say that the Bible tells us we should always only pray to God.

"Why?" asks my practical son. "We could just pray to both; that would be OK!"

Well, no, I explain. Praying to someone else would hurt God's feelings (I left it at that).

Silent until now, Eleanor pipes up. "How about we pray to chickens?!"

Um....