Hayden Billings, 4, put a box over his head and had fun marching into things. His sister Gaby, 9, told stories about medieval warrior women, while Sydney, 6, drank hot chocolate and played with Dylan, the baby of the family. In a traditional school setting, such free time would probably be called recess. But for Juli Walter, the children’s mother, it is “child-led learning,” something she considers the best in home schooling. “I learned early on that when I do things I’m interested in,” Ms. Walter said, “I learn so much more.” As the number of children who are home-schooled grows — an estimated 1.1 million nationwide — some parents like Ms. Walter are opting for what is perhaps the most extreme application of the movement’s ideas.