As a Father of four, I've learned a LOT over the years, some of the things I've learned the hard way, hopefully I can help you learn things the easy way.
Last week I talked about why we (more specifically the kids) can sometimes be Grumpy, this week I want to talk about staying together.
Ideally, your children will want to always be near you, and you won't have to do a thing for that to happen… this is incredibly unrealistic though. What is best, is to train them to stay close.
For me, this "stay together" dream started as a vague idea, taking the children to the grocery store, or the mall was a frightening experience where they would bolt their own different ways, and I considered (more than once) the children leash that so many people enjoy looking down on. Then I remembered a video game I had once played where the main party stayed in a star formation. Now I do that, I have the two boys who are old enough to understand simple directions walk within five feet in front of me, and behind me (they rotate which) and the girls each hold a hand to either side of me. Walking in a loose star formation may seem a little regimented, but I always know where they are and that alone makes most of the difference.
The advice is simply that… keep the kids close. (It helps that I take them hiking and they get used to staying close in the rough, so staying close in the smooth is easy.

I imagine that not only does it help you but it's probably easy for the kids. They know where you expect them to be and it's easy for them to be there. There's no guessing as to how close is close to you.
Great idea. I used a lease for one little monkey, I had. I lost my oldest one when he was 5 once in a mall. It had it handle, but I never wanted to be scared like again. And once, in a crowd toy store at Christmas and woman actually tried to take my child from me. I tell ya, I have gray hair for a reason.
Lucky for your kids that you are a smart dad.
LOL that was he had a handle on it. Lots of drilling about what to do. "I'm sure your remember"!