Is it possible to obtain very small Peltier modules with fast response times?
I found some information by looking around online.

Here I found some mini-TEC (ThermoElectric Coolers). They seem to be able to do Watts, which I think converts to joules per second, with an efficiency of 5% they should be able to do what you need.

You may need to buy a few and test them, or tomorrow I will look on their site more and get more info. I know that this is done, so I am sure you can find a way. They are not cheap though.

They are also quite small. I hope this helps.