Just went to the gym to work out and use some of the cardio machines and did what people suggested, recording as one of the apps (indoor walking) and then recategorized afterwards. I also created a new workout in garmin connect categorized correctly as weights and stair machine.
The first method gave me about 100 kcal for stairs, and the second one gave me 200 kcal.
Until Travis or someone can provide us apps for each activity, it seems best to avoid using the watch and just create the workouts in garmin connect.