It doesn't have to be something as obvious as, "While you sat around for three days, the bad guy won." Have it come back later, in some subtle manner, that if the group had been more active earlier, they'd be in a better position to stop whatever's going on. Clues were spirited away instead of discovered; a witness was eliminated; someone was paid off. Something where they can look back and say, "If only we hadn't been sitting around waiting..."
It's a balancing act, sure, but one core tenet of Dresden is that choices have consequences, intended or not. It's as much a part of the setting as wizards and fae. You don't have to drop the hammer on'em, but it should be clear to them that if they sit around doing nothing, the bad guys will take advantage of it.