Possibly LoganStrohl's sequence Intro to Naturalism. The sequence describes his attempts to "know the territory... [by] patient and direct observation". I tried doing one or two of the activities he describes and I thought they were communicating something useful about how to become curious about reality. But you'd have to do some work into converting these into multi-person activities. 

Note that I haven't read and understood the whole sequence, so my suggestion will be worse than what you'd generate by reading and thinking about this yourself. But I'd suggest looking at some piece of reality and trying to figure out why it is the way it is. Say, look at a household object and see if you can tell what makes it well (or poorly) designed. Or perhaps read a paragraph by a mutually beloved writer and analyse it to see why they wrote it the way they did. Or look at a proof by a terse mathematician (like Rudin) and see if you can come up with a quicker or more elegant proof. If not, why not? Focus on a curiosity generating activity and let the conversation be guided by discovery.