I have a kitten litter tray half filled with cold water in the kitchen, Max likes to paddle in it and it cools his feet down nicely!! I also drop ice cubes in there sometimes and he chases them about too.
Try wetting a cloth and stroking them with it, it will wet their fur and the breeze from the fan will cool them off a bit. They may not like it at first, but will soon learn that it feels good.
I've heard the suggestion that if you fill a 2 litre bottle with water, freeze it, and wrap it in a towel it provides a nice cold spot for them to lie on/next to.