You could use the same pattern "fellow gym goers", but for each there are usually more specific words: fellow students - classmates fellow workers - colleagues fellow gym goers: I do not think there is a formal word for this relationship, however you often hear people say "my gym buddy" or "my workout buddy" to show that they are your partner in that activity.

Your expressions with "fellow" are all excellent and natural. They are just a bit more formal than Chad's suggestions.

Fellow gym members or fellow gym goers?