Have you seen @Red Ted Art's alphabet series of handprint animals? U is for Unicorn.
Exercise dice for a using-up-energy game - you could have two, one with 'moves' and one with numbers. Do the activity as many times as the numbers dice says.
U is for Up - hot air balloon paper plate craft To go along with the book, A Great Day for Up!
The Princess and the Tot: Letter Crafts - Uppercase & Lowercase
Letter U preschool craft
Imagination Express Preschool: Letter U blow paint to make the rain on your umbrella