One of the best ways to let children develop their self-discipline is by giving them unstructured free play time. The fundamental requirement for self-discipline is to be able to listen to the inner voice that tells you what to do. When kids are playing, they are developing that voice in them that directs them. This direction is coming from an internal source. For example they might make up games with other kids, and decide how to follow the rules of the game, etc… In this process they are directing themselves. They need self-discipline to do it, and so they develop their own self-discipline through the imaginative play.
This is different from engaging in sports under a coach. Here the coach tells them what drills to do, what rules to follow, etc…all the direction is coming from an external source. So if we want kids who are disciplined but in a self-disciplined kind of a way, then we need to give them time to play.