Yes, I did it last year. Unfortunately, the Poly does not have their own gym. I would go early in the morning and take the path
between both resorts (I would pass where the Luau is located). I do think the Poly, especially now with DVC, should have it's own gym.
It's not like the GF one is that big. I am sure they could find room for one. The one in Contemporary doesn't even have windows and
in the basement so wonder why the Poly can't have their own?