@tanguatlay,
All the children are each entitled to an ice cream.
The second definite article is wrong, and you have the correct indefinite article.
This might be better, but the sentence as i have it above works just fine:
All of the children are each entitled to an ice cream.
Finally, the simplest would be:
All the children are entitled to an ice cream.
Native speakers would understand that one ffor each of them is implied.