The tech behind these toys involves conductive plastic that interacts with the iPad's touchscreen similar to finger touch. The figurines and other Apptivity objects won't scratch the display, but if you're still worried they'll work even if there's a screen protector on.
If you're more comfortable using a regular-sized pen, Samsung has an accessory that should please you. The $59.99 Galaxy S Pen and Holder Kit has both an extra S Pen and a Holder that makes it the size of a normal pen. You get the side-button functionality and everything, just in a larger form factor.