Update: I had to put them inside again last night. This morning, 2 of the girls had used the nest boxes before I let them out and another girl has used it this afternoon, so at least one of them is using the ramp to go back in by herself. I saw another girl go in there this morning, she got in a nest box, but she didn't "deliver", she just flung a bit of bedding around. I'm not sure whether it was the same girl who gave the egg this afternoon (ie whether there are 2 chooks who used the ramp today or whether it's only one).
Anyway, success! Thanks so much for all of the advice.
Oh, and I don't think it's too hot in there. It was blazing hot yesterday, but lovely up in the coop. It doesn't get the sun on it at all, being under the big tree. Everywhere else was awful, but inside the coop was perfectly pleasant.