You can craft moonstones with them in the crafting menu, I think it's like 10 moonstone shards and 5 bone paste for 1 moonstone. You can make bone paste out of bones in the crafting menu as well.
on the Crafting page, there's a recipe for Moonstones that uses Moonstone Shards and Bone Paste. you will need 10 shards and 5 Bone Paste for 1 Moonstone. Bone Paste can be crafted as well, the recipe is 3 Bones for 1 Bone Paste. both recipes are unlocked by default.
Also to add on to what these two said, if it's appearing grayed out for you, it means you don't have all of the ingredients together. The easiest way to get bones for the bone paste are explorer campaigns and hunting.
