You can't really do anything to make your wrists bigger. Are they actually weak, or just small? Have you broken your radius or ulna? To answer the main question, you increase bone density when you do any kind of resistance exercise. In order to stimulate bone growth you need to apply 10% of the forces required to break the bone, which is actually usually a relatively low amount of resistance. So, basically, lift heavy and you will increase your bone density. But just having small wrists doesn't necessarily mean you need to do so, unless they're actually prone to injury.