1. Waterfight! With cups, water pistols, watering cans whatever your weapon get wet and let evaporation cool you down.
2. Cool baths. Having a play in the bathtub with some penguin/water animal toys, add some food colouring or pebbles to make it a sensory experience.
3. I just made this banana ice-cream!!! and it is SOOOO delicious and pretty healthy. It cools you down from the inside http://www.thekitchn.com/how-to-make-creamy-ice-cream-with-just-one-ingredient-cooking-lessons-from-the-kitchn-93414
4. Freeze grapes in little containers and you've got a quick snack to hand out that is nutritious and cooling
5. A spray bottle from the $2 shop is entertaining and can be used to spray each other and water the plants. You can even clean something like the windows or the car in the shade so you're doing something constructive and staying cool.