Hi, and welcome
I was shocked to see that there are 240.000 hits in Google for "brainstorm+on". The reason is, "to brainstorm" is described by the Cobuild dictionary as "V, V n" type of verb, which means that either you use it alone (e.g. They meet twice a week to brainstorm and find new solutions) or with an object like this: We can brainstorm a list of solutions
I tried "brainstorm+on" in the British National Corpus and it returned 0 results. So, to your question, instead of participants brainstormed on various themes, better try participants brainstormed various themes.