I started by asking my daughter what she thought would happen to marbles if we baked them in our oven, and then put them into ice water. She thought they might melt in the oven and then freeze in the ice. Then, like a true scientist, my daughter decided to divide up the marbles into two sets - ones that would "stay uncooked" and ones that would "get cooked." At the time, her rationale was that she didn't want to "melt" all of our pretty marbles, but I couldn't help but think that maybe she was innately creating a control group for the experiment, right?
We preheated our oven to 500 degrees F, and we put the "get cooked" half of the marbles into an oven-safe small loaf pan. We baked the marbles for 20 minutes. When it was time to carefully take them out of the oven, we had a large cup of ice water ready on the kitchen counter. I carefully lowered marbles into the cup of ice water using a small ladle. *Be cautious here: Glass can crack when its temperature changes quickly and drastically, so you might want to wear goggles and ask your child to do so. I've personally never seen this happen during this experiment, but be aware and have your kids stand back, just in case.
This experiment will demonstrate the effects of thermal shock on glass. Marbles expand all over, at relatively the same rate, when they are heated. However, when marbles are cooled off instantaneously, their outer layer cools first and shrinks. The inside is slower to cool, and therefore still expanded, forcing the insides to crack under pressure.