Ability: Shadow Shield
Item: Ghostium Z / Psychium Z / Flyium Z / Leftovers / Colbur Berry / Kasib Berry
Nature: Impish / Adamant
EVs: 252 HP / 252 Def (atk)/ 4 Spe (def,atk)
-Roost / Moonlight (for a sun team if you dont wanna use roost)
-Phantom Force / Acrobatics / Psyshock (any of these moves work well, or if you wanna go for a Skill Swap Pixilate, Refrigerate, Return, or Giga Impact.
-Cosmic Power (for even more bulk, and to stall your opponent into wasting PP)
-Toxic / Will-O-Wisp / Thunder Wave (I recommend Toxic to further weaken your opponent, and upon them switching, (if they do, and keep on switching) all of their team will be poisoned.
Lunala is really nice for a bulky staller, but with an Adamant one (or Impish or Careful) one, you're only limited to a few physical moves like Aerial Ace, Sky Drop, Sky Attack, Fly, Acrobatics, Shadow Claw, Phantom Force, Return, or Giga Impact.
If only Lunala learned Zen Headbutt as a tutor move, then she could have had another coverage move for Fighting and Poison types. But I guess you can count Psyshock as a physical move considering that it only affects the defense stat of an opponent. (knowing its a special move)