You could remove their OLAP admin access....(I sound like a DBA now :w00t:) and grant them admin access to each cube - this can be done by creating an admin role on each cube.
This would not allow them to do server level admin stuff but I doubt they'd need to that on a regular basis. It may be a pain if you have lots of cubes
Currently I'm not allowed read access to any of my production environment so they should count themselves lucky!
Mack