恐怕是您的断句有问题.
we had是定语从句 ,省略了宾语that.这个定语从句修饰的是先行词fun.
后面之所以有playing,是因为存在有短语 have fun doing sth.
把这个句子还原成两个句子会看得更清楚些:
even today I still remember the great fun.
we had great fun playing games on the beach on those happy days.
可见,had 和 playing 分属于不同的部分,只是句子结构改动后碰巧挨在了一起.
另外,在已知的英语时态中,还没有had doing这一结构.
供参考.