describe an incident in the story that satirizes or pokes fun at the idea that Victorian children's lessons usually have moral?

Are you referring to chapter 9 in particular? The Duchess seems different, but her change in behavior actually reflects how Alice has changed. She is no longer the intimidating figure who acted imperiously to Alice; she is instead a rather silly woman, full of cliché wisdom that degenerates into nonsense. Alice is now able to see her clearly. The Duchess' tendency to find a moral in everything satirizes the simplistic moralizing children's literature of Carroll's time; but now, Alice has grown enough to view the Duchess critically.