Often giving time to explore, recall, and express these painful thoughts and memories helps the healing process. Looking at the completed object helps pull the pain out and transform it, giving the artist a sense of control.
I have used the theme of loss in my own classroom, making sure to be as sensitive as possible, but also recognizing not all students have yet experienced a significant loss yet in their lives, so a balance must be struck.
I have 2 projects in particular that have been well received. The first was a memorial bell in clay. A simple inverted pinch pot etched, inscribed, and decorated to remember either a loss, death, or separation. For those that have not experienced a loss, I tell them to try and think of someone you were close with but has moved away or is no longer close to you anymore. Maybe through a divorce, move, or simply growing apart. This usually covers everyone.
A second project was to create a memorial to the person after showing many other memorials, like the Martin Luther King Jr. Memorial, 9-11 memorials, war memorials. I encourage them to make the memorial personal to show how they knew that person and were connected to them. Again, for those who have not experienced a loss, they could focus on a separation or choose a historical figure they admire.
Obviously this topic could be explored through a drawing, painting, altered books or any medium as long as you find a sensitive way to connect the material to the experience and allow others an alternative should they not have a loss they wish to express or are not ready to do so if the loss was recent.
Loss and grief are not often explored in art classrooms, but I think it's an important subject to touch on every year in some way. The value it provides may well extend beyond your classroom.