Do my children need to apply for a tourist visa to Thailand if we plan to stay for 33 days?

All of you simply enter Thailand on a 30 day visa exempt entry, then as soon as it is convenient go to immigration and get the 30 day extension. This covers you for your whole vacation, and is much easier in the long run, and you can apply for the extension anytime in the Bangkok office. Even though it is very unlikely, in the future if any of your kids decide they want to get an Elite visa later on in life, they will be refused if there were any overstays in their history in Thailand. This is an extremely rare situation, but you never know what your kids will do after they leave home. I will speculate that at least one visits again when they're grown.

You are from the EU so you should be able to apply online for a 60 days before you come here. If not you can extend when you are here and spend a lot of time filling the paperwork in or get an agent which is expensive for three days.

You will need to purchase a 30 day extension for ฿1,900 at your local immigration office or be prepared to pay ฿500 per day of overstay…don’t get arrested, the minors Uber 18 will have no repercussions given to them

Since you're from Sweden you can enter Thailand visa exempt (meaning no visa) and be stamped in for 30 days. You can then get a 30 day tourist extension from an immigration office once you're in Thailand.

OR you can apply for a 60 day tourist visa before you come to Thailand and you won't have to worry about going to immigration once you're here.

Either way for the kids you can let them enter visa exempt and just go on overstay as there's no fine under 14 I believe and they can't be banned for overstay either.