Interactive teaching strategies provide opportunities for engaging children in discussing difficult concepts such as socio-emotional wellbeing and wide range of ideas about their social and personal lives. However, few studies have explored preschool teachers' efficacy of using coaching through 'Play and puppetry programs as approaches to developing children's emotional regulation, socio-emotional learning and wellbeing. This paper reports on a "Labyrinth Project" aimed to gain in-depth understandings of preschool teachers' experiences and perspectives pertaining to their efficacy of using play and puppetry as tools to promote children's emotional learning and development. The results showed that despite early challenges with the use of these two teaching strategies, coaching and professional development facilitated a progression from feelings of inadequacy to confidence to teach social emotional skills using play and puppetry. At the end of the second year of this three-year project, children demonstrated improved cognitive skills in managing their emotions. Suggestions are made on how to improve the project to achieve high quality outcomes.