The Feds have Risa and Quark's. How about the Klingons get a Klingon Opera house for entertainment/relaxation? Worf's love of Klingon Opera was shown on DS9 more than once. Another idea would be Boreth.
"The Klingon monastery at Boreth is central to the legend of Kahless the Unforgettable and his promised return. In 2369, Worf visited the monastery in an attempt to rediscover his Klingon heritage. It was there that Kahless apparently returned from Sto-Vo-Kor, although it was later revealed that he was a clone. (TNG: "Rightful Heir") Worf visited the planet again in 2371 following the destruction of the USS Enterprise-D. (DS9: "The Way of the Warrior")"
"Boreth was a planet in the Klingon Empire, and the location of the important Boreth monastery. According to the Story of the Promise, Kahless would one day return to lead the Klingon people on that "point of light". The planet later became a popular destination for devout Klingons seeking to discover the spirit of Kahless. To the Klingons, it is the most sacred location in the Empire.
In 2369, Worf visited the monastery on Boreth in an attempt to rediscover his Klingon heritage. It was there that Kahless apparently returned from Sto-vo-kor, although it was later revealed that he was a clone. (TNG: "Rightful Heir") Worf visited the planet again in 2371 following the destruction of the USS Enterprise-D. (DS9: "The Way of the Warrior")
A view of the surface of Boreth was depicted on several viewscreens on Deep Space 9's Promenade and Replimat. (DS9: "The Muse")."
Also, giving Klingons access to DS9 as suggested by Foxrocks and others would be another option.
I was completely honest about my suggestion of a klingon bar.
Not only would it be canon, but would be super easy for cryptic to implement.
Bar on quonos ( instance).
If you drink anything from this bar you are flagged for
Pvp. You can use hand to hand or batleths.
If you fire a weapon your flag is removed but people can still attack you.
If you "die" you are un flagged and given 5% health.
No reward. No teams (since melee is aoe) and everyone is flagged.
Hell, even I could program that.
Mass Klingon bar brawls are pure star trek.
In all the star trek series, if you see a bunch of Klingons in a bar, the next scene there is a fight.