Believe it or not, unicycle has been a great activity for our similar kid. At some point though regardless of the activity, I think you just have to see it through until they have some sense of mastery. And then you can see if they really are going to enjoy it. That took about 9 months of unicycle class for him. Anyway - unicycle is a fun skill because it's fairly exotic but approachable by anyone. Our local unicycle club will teach toddlers to grandparents.
We also enjoy orienteering as a family which a great activity for GT kids.
I wanted to say, we've found a gem of a dance studio for my 6 year old. It's very much cooperative and not competitive. The older teens are quite amazing though. Some go to other studios for the competitive piece. This studio concentrates on producing shows so it's much more teamwork based. I feel like each kid is honored there as an individual. So sometimes just finding the right environment for a particular activity can make all the difference.
