I'd spend the $ to mail them back.

I would first contact the dealer, then put a review on Dave's Garden. Then, I agree, either mail the poor worms back, or put them in your compost, but don't put them in your bins. Wait until they either recover or whatever.

I would start a new bin for the live worms. Just a small 15 quart, with fresh bedding and see how they did. Do you think they got too hot when shipped to you? I'm sorry this happened.
Kath

Well, they are now in their outdoor bid with a well wishes departure. I won't contact the vendor again.

To Kath: No, didn't want to dig through the almost 1 pound of bedding just to find a few weak worms among the dead smelly worms to try and start a new herd.

I'll be growing my own from my healthy herd from here on out.

A youtube video of the worm funeral.
An obituary for the worms in the local paper with a note to David Letterman.
An invitation to the seller letting him know there is plenty of room at the (worm) inn.

Oh you poor thing! And those poor wormies!
It amazes me. Most online worm vendors state they won't ship worms in temps that are too cold. Yet nearly the whole country is under extreme heat right now. You'd think they would postpone shipping until it cools off just a little.
For the wee beasties you're hoping survive, I would give them daily pep talks and lots of watermelon. Maybe freeze some of the chunks first if it seems like they're still a little on the hot side.
Good luck! Tell them we're all pulling for them!