I dabble (but by no means am an expert) in building Shiny apps to illustrate statistical concepts. I also occasionally use executable rdrr.io code to help illustrate model estimation. The latter is useful when needing to execute code together in class (usually as an example), as it ensures students are on the same page about data loaded, packages loaded, and model setup. Below you can find a few links to these resources. (These are updated as I teach the courses, so some have been idle for some time.)
Shiny apps:
Illustrating the Central Limit Theorem through re-sampling means
Illustrating the effects of (non-)random measurement error in the (in)dependent variable
Illustrating the effects of selecting on the (in)dependent variable
rdrr.io code: