Preventative measures never work. Mitigative measures should be how you enforce lessons. But everytime it's all about banning content, because sweeping it under the rug means kids won't try to dig, right?

Don't just say "GTA is bad don't play it". Explain what is bad about it (in very specific details), and why they should instead play something else until they get older. Don't treat it as if watching one act of violence or one sex scene will scar the kid for life. If they are old enough to go behind your back, they are probably old enough to be talked to about these topics. At least enough for them to understand why you disapprove.