They love to chase each other around, but not even days of playing will satisfy their need to work. This instinct has been bred into them over many generations and cannot be trained out. It can, however, be satisfied by other activities more suited to limited space.
Herding dogs learn easily and fast, so tricks are a great activity. YouTube provides an unlimited number of suggestions so the dogs can learn a new trick every week. To keep all the tricks fresh, ask your herding dog to run through their repertoire daily. Trainer Paula's favorite is puppy pushups. The dogs alternate between sit and down in tandem. It makes her back yard look like Fort Bragg... only furrier.