I assume you mean IRL activities?

• Lock picking,
• knitting/crocheting,
• learning to roll a coin over your knuckles,
• working with beads or chainmail,
• definitely piano but other instruments can also help,
• and also typing. Home-row, no-looking, speed typing, is I guess what I mean.

For Ambidexterity, brush your teeth with your non dominant hand.

Guitar and magic tricks.

Ideally both at the same time.

Guitar, piano.

That knife game where you stab the table between your fingers as fast as you can.

Playing a piano can do this because the velocity of each keypress is a big part of the expression, and it’s a scalar value meaning infinite degrees of possible variation.

Piano playing and touch typing come to mind

Air guitar

Video games can get pretty finicky when you go off the beaten path, requiring a lot of extra "mechanical skill" to get right.

A certain glitch on a game I play involves carefully timed button presses while keeping the control stick in a specific, narrow range just outside the "deadzone". You then go fast, and backwards, and have to steer by switching which side you're holding the control stick on. If at any point you go out of that range (either through the center/deadzone or tilted too far), it instantly stops working. And some other tricks in that game are hard.

So that sounds like a good way to practice some dexterity, I know it's helped mine.

Other than that there's stuff like Rubik's cubes, arts and crafts,

Have a look at pen spinning

Boxing