Hi,
While the case of Wyse VX thin clients are quite small, the CPU installed into them are low TDP models (I think the VX0 came with a VIA C3, IIRC the fastest C3 has ~20 watts TDP, most of them less), so making them stay cool shouldn't need too large heat-sinks or fans.
I think making sure that the unit is cleaned of dust (Can get quite dusty on the inside even if it cannot be seen from the outside) and putting it into a space with unrestricted airflow, not inside a cupboard or shelf, should be generally enough. If the problem persist even after that I think installing a small copper heat-sink with good quality thermal paste on the C3 should suffice.
You can also try installing a small fan inside it, but generally small fans in my opinion have a tendency to make a high pitch noise that is annoying.
EDIT: Found the technical specs for the Wyse VX0: https://www.parkytowers.me.uk/thin/wyse/vx0/WyseV90.shtml, according to that page the whole unit consumes at most 26 watts, it should be easy to get rid of that much heat.
"A process cannot be understood by stopping it. Understanding must move with the flow of the process, must join it and flow with it." - Dune