Bang Bang Bang
Sit everyone in a circle. Show them your "finger gun", and tell them, "I have a gun. With this gun I will shoot a number of people, but only one person is going to die. I need you to tell me who will die." Then proceed to "shoot" your gun at a number of people in the circle, saying "Bang" for each shot. If you want, you can ask, "Who's dead?" (but don't ask after every round!) Repeat a number of times until people catch on.
SECRET: Whoever speaks first after the shooting stops is dead, even if they weren't shot! So if the leader of the game says "Who's dead?" before anyone else talks, she's dead!