They don't have to spend all their time under a heat lamp. They aren't hamburger patties.
They would be thrilled to get a field trip outdoors for a romp. Choose a morning that is sunny and calm. I usually transport my chicks outside using a pet crate. I set the crate on the ground and open the door and let them poke their heads out. Soon a brave one will step out and the rest will follow.
They may even test their wings and you'll be surprised to see they can really fly! You'll know they are getting chilled when they all crawl back into the carrier and huddle together.
If you're nervous about not being able to gather them back up when it comes time to go in, teach them to come to you by offering treats from a specific carton or jar. When they see the carton, they will automatically come running for the treat they've learned is inside. This will continue to work, even as they get older.