The Bible makes it very clear that Satan will never change his ways and therefore there is no reason to pray that he will.
After all, Satan is absolutely opposed to God; he always has been and always will be. He isn't like any other creature; he is an evil, malevolent spiritual power whose single goal is to block God's will. (Incidentally, one of the ways he does this is by persuading us that prayer isn't important, although prayer is one of the ways God uses to accomplish His will.) Satan's ultimate destiny, Jesus taught, is "the eternal fire prepared for the devil and his angels" (Matthew 25:41).
No, we aren't to pray for Satan but we certainly should pray against him! We should pray that his plans will be blocked, and that those who follow him won't carry out their evil schemes. The psalmist prayed, "Confuse the wicked, O Lord, confound their speech, for I see violence and strife" (Psalm 55:9).
As a footnote, I commend you for your willingness to teach this group of young people, and I pray God will use you to point them to Christ. Yes, they can come up with all sorts of questions, and it's important to try to answer them. But most of all, make sure you tell them about Christ and His love for them and then urge them to invite Him into their hearts.