In this case, if it's colloquial and spoken language, not written, you can leave out the article, but the important thing to remember is that if you use the article for the first noun of the list, you should use it for all the other nouns too, if you don't use it for the first noun of the list, don't use it for the other nouns too, otherwise it sounds awkward. But in this sentence if you chose to leave out the article, massaggio becomes plural "massaggi" as it's not one specific massage...or better yet you can use a more medical term like "massoterapia" or the appropriate one you want to say. Devono fare buon uso delle loro risorse alimentari fresche, rimanere attivi incoraggiati dal bel tempo, mantenere basso il consumo di alcol e prendersi cura della loro salute mentale attraverso metodi alternativi come la meditazione, l’agopuntura, lo yoga ed i massaggi./ la massoterapia.