It depends. They both should be "bodies", as the word "our" is plural. With that change both become grammatically correct, but have two different meanings. So which is "better" depends on what you want to say.
"In our bodies" would be used to refer to things inside, i.e. under our skin. Organs, fluids, names of diseases could all be used with "in our bodies."
Ex. "We have 10.5 liters of blood in our bodies."
"On our bodies" would refer to things that are external, that appear on the skin for example.
Ex. "He has many bruises on his body from playing rugby."
I hope this helps!