>In the final years of my 20s, I learned how easy, and how lonely, it can be to keep to yourself

It's not that bad, honestly.

It's probably better to choose activities which have a higher engagement between two people for actually forging close relationships. Most of the stuff mentioned puts the focus on something else (preacher, yoga instructor, movie). Those things don't leave time for adding bits to an ongoing conversation. You don't learn anything about the other person doing those things with them other than the fact that they like to do those things.

For nerds, D&D, table-top games, card games, etc. succeed here. It's pretty difficult to not interact with other people doing those things even though the focus is not necessarily the other person.