My father, approaching 70, does Sudoku with his breakfast every morning to keep his mind sharp. I think it would be at least equally beneficial for him to learn Python and write a Sudoku solver in it, and since he knows nothing of programming I imagine this would keep him busy for quite some mornings.
You might want to tell him that the better he gets at solving sudoku, the less useful it will be for keeping his mind sharp. The cognitive science research seems to show that you only benefit from the challenge, so doing something that mentally challenges other people and used to challenge you won't benefit you if you have gotten good enough at it that it has become fairly easy--for you.
Instead, as you suggest, staving off cognitive decline might be better accomplished by learning some Python, learning a new language well enough to do some traveling or reading with it, learning to play a new musical instrument, learning some simple juggling, or whatever is both safe and more cognitively taxing than polishing an existing skill by repetition.
