What isn't fun in the saddle! Lol
You can look into different disciplines online and watch videos/read articles to teach your horses different skills and maneuvers from different disciplines.
If you have cones, poles, barrels or anything really, you can set up obstacle courses that your horses will have to use different skills to get through.
You can go on trail rides (if trails are available) and even train out on the trail using trees and such.
You can try to master riding "side saddle" (it's harder than it looks!) or even while standing on your horse's back, if you feel daring.
Since you have two people you can practice synchronized riding, try to keep your horses totally even with each other and create patterns to go through together, utilizing all of the gaits.
Just a few ideas off the top of my head. Best of luck to you!