Bookworm near Park N Shop has the bathtub crayons as well as fat non toxic crayons. I ended up buying all my non toxic art goodies from Ikea (fat non toxic crayons and colored pencils in one packaged set) and Dubai Library Distributors (Italian brand called Giotto).
I'm not sure if any of you know where the park and shop is on Al Wasel road is? well I bought some from there a couple of weeks ago. I think they cost about 10dhs for a pack of 4 colours. Have a look there, they may still have them.
My mother sent me some from the USA and my girls loved them. Unfortunately, I had no idea but my bathtub drain sucked them all down and they were gone after only one use.:(