Oh, interesting. I guess the question is: is weight-lifting contra-indicated by taking prednisone? Because climbing is a form of weightlifting, and should help improve bone-density, but I dunno if your doctors think that engaging in it would put you at risk of injury. If that's not a problem, I do suspect you might want to concentrate on top-roping rather than bouldering, to limit the risk of falling.

I have occasionally broken the skin while climbing, but mostly outdoors. Except for when I've used my elbows or knees to stem against something: for a while I always had scabs on my elbows from stemming.