The first thing I see as misbehavior is when Peter and Wendy come home and the parents ask them about Africa.  They say that there is no such thing going on in the nursery, but they are clearly lying.  All George does is tell them to go to bed.

The other thing I see is when Peter comes and basically threatens his dad.  He tells him he had better not shut off the house.  He doesn't say what will happen, but he is clearly threatening.  All the parents do about that is to call the psychologist.