You are looking for relative clauses that begin with a preposition. As a first step you must know which case the preposition in question requires. Then you take the relative pronoun of the correct gender, number and case.
Take for example the sentence
Ich habe den Teller verloren, von ??? ich essen wollte!
As you can see in any dictionary of your choice, the preposition von requires the dative case. Then you must consider that Teller is a male noun in the singular number. So what you need is the Maskulinum-Singular-Dativ relative pronoun, which is dem or welchem. So the correct sentence is:
Ich habe den Teller verloren, von dem/welchem ich essen wollte!
OR: Ich habe den Teller, von dem/welchem ich essen wollte, verloren!
In your second sentence
Hier sind jene Kinder, mit ??? er gesprochen hat.
the preposition mit requires the dative case. Kinder is a plural noun, so you need the Plural-Dativ relative pronoun, which is denen or welchen. So the correct sentence is:
Hier sind jene Kinder, mit denen/welchen er gesprochen hat.
The third phrase is trickier because in dessen Nähe is not really a preposition:
Er ist zu jenem Schwimmbad zurückgegangen, in dessen Nähe er seine Tasche verloren hat.
This sentence is correct! A preposition that you could use here too would be nahe which requires the dative case. Schwimmbad is a neuter noun in the singular. So you need the Neutrum-Singular-Dativ relative pronoun, which is dem or welchem. Thus, another correct sentence would be:
Er ist zu jenem Schwimmbad zurückgegangen, nahe dem/welchem er seine Tasche verloren hat.