This is exactly what I was going to suggest.
Move the lamp to on side so it almost covers a spot of the cage. Then it acts like a hen, whenever they get cold they can go under the light for warmth
Do you have a heat lamp? If so, how close is it to the chicks and does it cover the brooder or just in one spot?
As I had chicks doing this once and it turned out they were doing it to get further away from the heat as they were too hot