Flying with wings strapped to your arms! Not outside on the moon of course, but could maybe work in a cave or building pumped full of air. I remember reading about that in some scifi novel long ago.
One of my probably-not-safe-enough ideas was to combine underwater rugby with above water rugby, and perhaps even aerial rugby! A couple of strategically placed moderately sized fans in an indoor sports hall, where part of the floor is a deep pool and part is not(or perhaps with floating platforms in the pool?) a goal on each end of the field and a mixture of players: some with fins, and others with wings
I mean tackling eachother will probably be good at keeping bone density high, though I'm not sure how hard it is to treat a probably inevitable fracture on the moon?
Alternatively, in "Rendesvousz With Rama", he envisioned a human-powered flying bike. IIRC, a foldable sports bike with wings and a propeller.