Although the use of technology to support physical training has been gaining traction in HCI, the design space of sensory augmentations to improve and support physical training remains narrow. To help open this design space in the domain of collocated instructed physical training, we first present Sensory Bodystorming, a hybrid ideation method influenced by material and embodied approaches to ideation. Sensory Bodystorming targets the generation of ideas that support, and are underpinned by, a rich and nuanced sensorial experience. Ideas are generated through physically engaging with evocative sensorial stimuli elicited by ideation probes featuring diverse material qualities. Secondly, we present ideas resulting from three Sensory Bodystorming sessions that extend prior sensory augmentation works in the domain. Lastly, we identify interesting research and design directions based on prior works and our own.