Which Earth minerals would Moon colonists miss the most?
The composition of Moon rocks is pretty much the same as that of Earth. However, none of the processes that concentrate specific minerals in one location (i.e. into a mineral deposit useful for mining) exist on the Moon.  This is due to the lack of tectonic activity. Therefore in the Moon you would expect the rocks to be much more homogeneous than on Earth. Only maybe meteorites, their impact craters, and ancient volcanic activity (as pointed by @userLTK) might have provided a way to concentrate some minerals in various places. So, due to this homogeneity, to get one gram of let's say copper, you would have to process hundreds of times more rock than would be needed in an Earth-based copper mine.
Also as Fred mentioned, there would be many challenges for mining in the Moon, but in the context of your plot those might have been solved. Having enough energy, you can probably get pretty much any mineral from the Moon (for example a mass spectrometer would be an effective but highly inefficient way to mine all the elements from within a piece of rock).

If your plot doesn't require that it be a mineral, I think what they might need the most is some sort of organic compound. Even with current technology there are many chemical compounds that can't be synthesized, and we rely on plants or animals to obtain them. A famous example is Maitotoxin, a small molecule that chemists have tried to synthesize for 22 years without success.

So perhaps there could be a particular organic compound that has been recycled and reused over time in the bodies of the plants and animals on the lunar colony, but over time that compound degrades (by cosmic rays, UV light, or whatever), so animals and/or plants start developing problems due to the lack of this compound that none of the organisms placeable in the colony are capable of synthesizing. Therefore, they need to go back to Earth to get it from some ocean-dwelling creature.

Perhaps it would be something like a vitamin required by plants.  Or maybe a compound that could be needed to cure a disease.