Doing tricks training with your Corgi is a great idea to keep them physically, as well as mentally active. It's important to keep in mind the Corgi's structure when choosing what tricks you want to teach them. Since they have that low-to-the-ground, short-legged structure, all tricks should be kept so your dog isn't doing huge jumps or anything too physical. They do love to run and they can jump low jumps, but nothing too high. Doing weave between your legs is a great option as well as sits, stays, heeling, and again, low jumps.
Since Corgis are such highly intelligent dogs, it's important to keep your training sessions quick. You don't want to do too many repetitions of the same thing or your Corgi will get bored.