I have coached them to hold their glove in their throwing hand and do arm rotations and simulate throws. The weight of the glove helps to provide some muscle resistance and keeps things warm and stretched out. They also keep their legs warm by jogging in place and doing some light stretching.
All of this helps to reduce injury when they are invovled in an outfield play.
Just a note; be sure to have your pitchers check and signal all fielders before pitching.
Submitted by: Jack