When did you plant them?

Blue Fescue is a cool season grass, which can get pretty ratty and even go dormant during the heat of summer.

If they've been in the ground for at least a few months, and have gotten themselves established, I'd suggest cutting them back and keeping them well watered until the weather cools off in the fall.

I put them in the ground late spring/early summer.

I wonder if they've gone dormant cause they are kind of more brown with a touch of blue. They are tiny..real tiny.. maybe 8" wide. They don't look like they've grown much at all since I put them in the ground. How do I cut them back? - Terra

If they were longer established, I'd say to cut them back to an inch or 2, but since they haven't been in the ground very long, I'd leave them as they are, and add water. If you can, shade them from the hottest sun. Even setting a lawn chair over them would help.

Thanks for the advice, it is appreciated! - Terra

Blue fescue doesn't get large, so don't expect it to get real tall or anything like that.
Every once in a while when I grow blue fescue plugs from seed, some of them stay green while others look very blue. If yours looked really blue when you planted them, they are just stressed. Water them well and keep them on a watering schedule and give them a little shade if you can rig it up. After a few waterings and they look better, give them some fertilizer, too, something with a high first number.
If they really didn't look blue at planting, but you expected them to develop more blue color, then you planted duds. Rip them out and get some more in the fall.