Please keep in mind, that not all products labeled as 'natural' contain only natural ingredients. There are hordes of sunscreens out there that sneak chemical ingredients into products advertised as being "natural". If you're particular about what goes on your kids' (and your own) skin, read the ingredients list thoroughly.
Another point to note is that since natural sunblocks are mineral based, they will stay on the skin as apposed to being absorbed into the skin. This just comes with the territory of using non-toxic mineral based sunblocks and should not be viewed as a product flaw.
Here are some of my favorites mineral sunscreens, which contain ONLY natural ingredients, to the best of my knowledge.