Hey Pier!
I hate to bear the bad news, but no, this is unfortunately not possible at this time.
Events Calendar PRO’s recurrence features would let you create one instance of that 9am “Gym” event, and have it repeat every Monday, and then the same for each other instance of the “Gym” event, but you cannot repeat them within one day.
Does that make sense? If not, let me know – and also check out our full overview of the Recurring Events system here, it should be quite helpful: https://theeventscalendar.com/knowledgebase/pro-recurring-events/
— George