Mine did active parties for birthdays at this point - laserquest, swimming etc. If at home their idea of fun was (IIRC) either watching a dvd - cert 12 romcom or something comedy horror if you think they're up for it. (Shaun of the Dead and Hot Fuzz both went down well but watch them yourself first for language and scary bits).
They also loved giving each other makeovers and letting rip with crimpers, straighteners, hairspray, eyeliner and all that stuff. Ended up looking like jailbait but since they weren't allowed to leave the house looking like that it wasn't a problem.
You could do a pamper session, nail polishes, foot spa ect. Or you could get them a small canvas each and let them paint, or let them make and decorate cupcakes you can get nice boxes for them to take them home in.