The only thing I'd do is put them in some shade as Top suggested. Peonies in the ground or in really large pots that are ESTABLISHED are full sun plants, newly planted or in smaller pots not so much as the roots can overheat and they don't have the little feeder roots to replenish the storage roots that those established plants do—double whammy on them. The fact that peonies don' regrow leaves after the bloom season just makes them look ratty for longer than most perennials, one of the down sides to growing them but yours really doesn't look bad for a spring planted root.
