There is evidence that cognitive and executive functions are mental capabilities that children need in order to successfully learn in school. Serious Games (SG) and Games for Health (G4H) have been extensively used as tools to promote health and well-being in children. Cognitive games are a type of educational games which focus on enhancing cognitive functioning in children with different profiles of executive functions and cognitive development. We propose a system for self-regulated cognitive training for children, which enables the child to reflect on their own progress, weaknesses and strengths, and self-arrange their training materials, promoting self-regulated learning skills. We provide a narrative review of research in cognitive training for children and in explainable recommendation systems for children in educational settings. Based on the review, an experimental testbed is proposed to explore how transparency, explainability and persuasive strategies can be used to promote self-regulated learning skills in children, considering individual differences on abilities, preferences, and needs.