When I first read 5HC, I imagined the shadow children looked something like the orcs from Ralph Bakshi's Lord of the Rings movie. Maybe it's the way the rotoscoping in that film made the orcs seem somehow separated from their environment and the other characters, a separation that their odd color palette accentuated. Anyhow, that weird quality fit perfectly with my picture of the surreal, bestial shadow children.

Also, Miyazaki's apes from Princess Mononoke are a pretty good match.

How do you guys picture the shadow children?
It's not accurate to the text but, like this, including the blue color, except with 6 year old proportions.
I can see that. That whole movie is so strange, by the way.
I love that Bakshi film, but I haven't seen it in years. I think I imagined the Shadow Children looking more Gollum-like. Though maybe now I think of them in their feasting circle looking a little more like the monsters in I Am Legend.
The first time I read A Story I envisioned the Shadow Children as the classic grey alien...this guy!
Given how much Wolfe is working with allusions and tropes and conventions, this is probably the closest to the mark.