Thank you for the continued comments and suggestions, I really appreciate it. On Saturday, while my wife was out (on a KH build project), I showed my daughter the video suggested by cappytan. She watched the whole thing, seemingly with interest (I was half expecting her to get bored and start complaining, but she didn't), but had no questions or comments to make afterwards. I didn't want to press her, so just let it go and moved on. I am working hard at keeping our relationship fun and loving, and that is going very well - we are very close.
We did also have an interesting discussion about shunning (my dad and in-laws are now shunning me) - she really sees it as unfair, for now at least. She was shocked to learn that I would not be shunned if I had not been baptised, and that some children even younger than her were being encouraged to get baptised. She offered the opinion that it was silly to expect a young child to know what religion they want to be in for the rest of their life. She is still very keen to be a JW when she grows up, but I think a little bit of the fire has been dampened down, and I hope it all makes her a bit more circumspect - she has reiterated that she won't shun me.