Better late than never....
I'm feeling your pain on the inability to find something that fits the intake. I recently tried to improvise when I had to drastically lower the water level. I came to learn that my XP3 (presumably all XP whatevers) are deliberately so proprietary that people are forced to buy their product. I bought ever size of tubing possible. As a stop-gap I had to take a tube from a gravel filter, put it inside the intake part that goes over the tank...and then connect that to a hose, and then shove that hose into the grill and duct tape it....not a solution, but hopefully you will get the point that those XP things are not easy to adapt.
**Regarding your question about filter media**, you may want to start a new post. I have, however found that the bio-rings or bio-stars are a good filler for empty space.
There is a filter guru on this forum who has gone into great detail on filters. That is why I suggest posting a new item in the Equipment Forum.viewtopic.php?f=9&t=30145
**Regarding your concern**
I'm a bit brain dead
...is your biggest concern that they will take apart the intake components and get their little arms stuck? If yes. Try aquarium sealant (ugly, but safe and strong)
or is it that the intake grates are too wide or the current is too strong and will hurt the little one's arm? in that case I would buy some grating (the stuff in the lighting section of the hardware store that is made for office lights) it is easy to cut and maneuver....maybe cut it into a few strips, and secure them on the edges with strip ties to make a little "cage" around the intake - I am envisioning a triangle. You'll have a lot of grating left over, but it comes in handy as an anti-escape device.
If your concern is the need for additional filtration, well I have an XP3 you can have, but you will still have to contend with the intake issue.
Good Luck and best Wishes!!!!