Do they lift? Do they crossfit, or some other equally insane program?
A vast many crazy fitness people seem to really, really love them some funky knee-high socks. Amazon has these, for starters. Another idea is a fun gym bag/tote with a cheeky phrase or a cute image on it.
If their fitness love extends to food, you can go all home-made on them and find a recipe for something tasty to make them a batch of. Restricted diets mean treats are a lot harder to come by, so that's double extra points on thoughtfulness!