Some online searching indicates that Star Magnolias are not toxic to dogs, so I'm not worried about poisoning. I'm more concerned about things like intestinal blockage from eating them.
Puppies will naturally chew on leaves, bark and twigs. They are teething and need to chew. Chewing on non-toxic plant matter should not, generally, be a problem, even seeing the occasional leave matter in the feces is normal. If this is becoming excessive and you are seeing plant litter in the feces every time your puppy relieves herself or she becomes constipated, is struggling to defecate, or has runny* or hard feces, then you perhaps should rethink letting her play in the leaf litter unsupervised.
Puppies chew all sorts of things and it's a matter of encouraging them to chew the things we want them to chew. The best way to steer puppies in the direction of what we want them to chew, is to remove the objects from the puppies reach i.e. shoes, to the remove the puppy from the source (in this case it would be leaves) or replace the object of chewable affection with a more desirable chewable object.
If you are concerned, provide your puppies with chew toys, dental chews and appropriate fresh meaty bones for them to chew on (they will enjoy these and they are good for them). If introducing fresh bones, do so gradually, as a sudden change in diet can cause stomach upsets.
You could also clear the leaves from the play pen each day, or move the playpen to another area, where the leaves won't fall in; Or provide a protective and angled shade cloth over the pen, if it remains under the tree, the leaves will cascade over the shade cloth and fall on the ground outside the shade cloth, if moved from under the tree, your puppies will have shade.
The good news is, these puppy stages do not last for many seasons, so this may be the only fall you need to worry about.
- A note about runny feces with blockage. When the bowel is partially blocked, there can be some runny fecal overflow that passes through the bowel in an attempt to clear the body of waste.