Hi Bianca.. I've had similar dillemas.
One thing I can suggest re the lunging idea...
I do some free lunging with some of my fatties, and the way that I work it so that I'm not chasing them is to teach it like any other task..using reward and encouragement.
So.. I start out walking with them.. then get them trotting, with me on the inside of the circle. Then I change my body position slightly so that I am angled slightly towards them, and ask for more space with my arms and energy.. this could be something like chasing away.. However.. when I'm first teaching it, the moment that they move further away from me, I stop and reward them for it. Then I gradually build it up, as they understand that I want them to maintain a certain distance from me, until they are able to trot or canter a lap around me at any distance. By changing my body position from walking more forward and towards them with arms wide, to curling my shoulder, walking more away from them, arms drawing them in, I can ask them to come in close, or go further away. I reward frequently in the beginning, to reassure them that I'm not really chasing them away, and that this is something enjoyable we are doing together. As they become confident with this, I can ask for two or three circles before calling them in to me for a reward.
Sometimes I have to be quite assertive with my energy in the early stages.. with the lazy ones.. As their fitness improves they become more motivated and begin to enjoy it for it's own sake.
To keep it interesting and stimulating, I never do more than a few circles before changing, and I work on lots of different tasks while we do it.
So.. sometimes I ask them to trot a circle then stop on the cirle, sometimes trot a circle, then run to me, sometimes trot a circle then across the circle past me to change direction. Lots of transitions. Sometimes I take them into the big arena and let them be more creative.. figure eights are cool! Sometimes they will show me that they want to break loose and play, and then I take their suggestion and we whoop it up for a while. Right now we're working on shoulder in on a small circle in between bigger circles at a trot or canter, and walk canter transitions. I don't do it every day.. I alternate with other kind of training (working on elements, free choice) and taking them for walks outside.
I always finish with up close work where we move together, as per cordeo work.
I'm very mindful that there it is very easy for a certain amount of pressure to be involved.. sometimes unavoidable.. So I try to find ways to balance it. In a perfect world, my horses would be so full of energy and playful that they would easily be motivated to exercise themselves sufficiently during their free time together, supplemented by the wild games and concentrated work we would enjoy together.. But in my real world, my horses are quite happy to eat as much as possible, exercise as little as possible, and fall into a vicious cycle where they no longer have any motivation to engage in vigorous activity. So, I have to compromise between the complete ideal of total horse free choice, and what I believe is for their own good.
When I get the balance between my insistence, and listening to their opinions right, they do become more motivated and want to play more. If I go too far into pressure, they (especially Sunrise) go on strike and resist joining in with my ideas when I give her the choice. It's not an easy balancing act.
Remember, just three times a week, twenty minutes a day is sufficient to make a big impact to the way they can utilize the carbs in their diet. Of course, the more the better! But even a little is much better than nothing.
Maybe Unico will join in a get his mum playing!