I'm not sure if this was more fun for the kids or the adults! Create a simple treasure map (no burning needed for it to still be cool) either of the inside of your house or around the outside with a red X where the treasure will be "buried" and hide the map somewhere.
Create clues that will lead the kids to the map. Ours were all part of the big final clue when put together like a puzzle. The map revealed where the treasure was and then the kids got to digging in the sand for the box, which revealed another box inside filled with gold chocolate coins.