Acinteyyo, I've often thought that the difference between a religious Buddhist--one who gladly does the work of study/contemplation/meditation, as opposed to just having Buddhism as a preferred ideology, to be pulled out from time to time when desired or needed, is just this very question of understanding dukkha. So how to go about that? Well,first look at the way you put the question. Maybe it is best to focus not on the list, but on the conclusion--the five clinging/aggregates themselves are dukkha.
Why? Well we know they are impermanent, inconstant, subject to change. We know they are not ours, beyond our control, never to be depended on--and yet we think and act as if this is not applicable to us!
Buddha tells us there is no lasting happiness to be found here, in these aggregates of clinging, and points to a way out.
Also keep in mind here he was coming from a state of bliss, of unrestricted awareness, beyond all viewpoints, released. How to teach a way to get there? First of all, it would make sense to let your students know that although they may think they are happy and doing well, they are in fact suffering and deluded. Comprehending this truth is the point of entry to the path. Welcome!