Order some Palaemonetes vulgaris shrimp from LiveBrineShrimp.com, gut load them with spirulina flake food, and then feed them to the lion. They will enjoy the hunt, and, be fed an excellent food in the form of the spirulina the shrimp has eaten.
They are basically a salt water glass shrimp, move fast, and make the lion work for his meal, thus exercising him at the same time.
Something a lot of us could use, especially me.