I have not read the book since I was in elementary school, so you may want to read through it first to check the content, but I remember enjoying "Number the Stars" by Lois Lowry. It deals with many of the ethical dilemmas of the Holocaust, but I don't remember it having any of the more graphic portrayals (gas chambers, etc.) It also helped me having the story written from the perspective of a child perceiving the situation, as the main character had to wrestle with the same confusion that I had as someone reading about the events.
