I don't pause the game. I grab a kid and just start looking. Twice in a row there simply has not been a collictable. Very frustrating.
The collectibles may be behind trees or the statue, or other objects, as well as hidden under the villagers themselves. Corals are particularly difficult, as there are already sparkles in the ocean, and the beach is popular with children. Turtle shells near the waterfall are difficult as well, when there are a lot of people washing or doing laundry or whatever.
If this is the case, sparkles are your only clue, and they can be hard to see when there's lots of motion around them.