What do the Thunderbirds pilots do when they can't fly?
I would imagine they do the same thing all pilots do when they go to the airport expecting a nice day and wind up grounded by weather: Sit around at the airport with the other pilots and complain about the lousy weather. (In this case, since they're all sitting in position waiting for the weather to clear up any griping was probably done over the radio.)

There are of course other things they can do, being a fairly well-known demonstration team and an important component of the public relations arm of the US Air Force, for example signing autographs and talking to spectators at the airport.