The main climbing and bouldering area of Lhasa is at the base of Sera Cliff, North of Lhasa and East of Sera Monastery. The cliff is visable from town. These climbs have been bolted mostly by visiting French climbers. The Granite is world class! Unfortuantly it is slowly being destroyed by the Chinese in their insatiable desire for development and lack of an asthetic ethic.
Some routes have gone up on the cliffs above Toulung Dechen, West of Lhasa.
Climbing on pilgrimage sites should be avoided. In Tibet, sacred geography is huge. Another thing to keep in mind is the police and the military, they don't like foreigners scrambling around their bases and prisons and whatnot.
There are also limestone caves, many of them guru rinpoche pilgrimage places where you climb deep underground with some old, tough, motivated Tibetans.