The increasing availability of intensely immersive virtual, augmented and mixed reality experiences using head-mounted displays (HMD) has prompted deliberations about the ethical implications of using such technology to resolve technical issues and explore the complex cognitive, behavioral and social dynamics of human `virtuality'. However, little is known about the impact such immersive experiences will have on children (aged 0-18 years). This paper outlines perspectives on child development to present conceptual and practical frameworks for conducting ethical research with children using immersive HMD technologies. The paper addresses not only procedural ethics (gaining institutional approval) but also ethics-in-practice (on-going ethical decision-making).