The best way IMO is to first watch something (anything, as many as you like) they know really well without subtitles (kids' films are good for this because hopefully simpler) and stop and listen again any time there's something they don't understand (again, write it down then and there). Listen as many times as needed to work out what the word is, look it up and write it down. If you can't work it out, stick the subtitles on and work out what it is that way. There might be a lot of pausing!
Second option is watch something more grown up with subtitles but make it something they are prepared to watch a few times because they will want to go back and watch again without subtitles once they know the plot etc. This can also be a favourite film but something hopefully with more adult dialogue.
Also, try to find a radio station or pop music in the target language. Have the radio station on in the background when eg tidying their room or cooking something. They absolutely won't understand everything but just hearing it and the rhythms/sounds is good. As time goes on they may find they recognise more words (feels like such a win when you finally work out what the hell they are talking about).
If you can find pop music that they like in German, Spotify on a phone has lyrics which is massively helpful (look up the words and write them down!).
Podcasts are great. DD has been listening to an intermediate French one on Spotify and it's fab because it discusses loads of different stuff (good for vocab) but at a speed that is comprehensible. Start with an easy one to build confidence.