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Hi electro452, and welcome to the forum. The quick answer is that I reckon your fan is faulty and should be replaced.

And the reasoning behind that:

The relay coils won't be implicated, because the level of power dissipated in the coil is tiny and it's inconceivable that all three could have developed some bizarre fault causing them to overheat, so they are ruled out.

There is the possibility of high contact resistance either at the switched contacts, or at the base pins where they plug into the socket. They wouldn't all be suffering from high resistance at the switched contacts though so that's ruled out too. As for high contact resistance at the base pins, well they are in different locations - one plugs into the engine bay fusebox and the other two are fender-mounted, with connectors leading off of the wiring harness so there isn't a common physical factor in the way they plug into the circuit so I'd rule that out too.

That only leaves one possibility, which is an over-current condition, causing the current-rating of the relays to be exceeded and thereby causing them to overheat and I reckon that's the answer. It's probably due to shorted windings in the fan motor, reducing the winding resistance and causing excessive current to flow, although it could also be caused by tight fan bearings. Restriction of the fan blades would also cause excessive current flow, but if the blades were fouling against something you would have heard that by now, eh. You don't have a short-circuit to ground because if you did then that would be blowing the 40A Cooling Fan fuse. I'm fairly confident that if you replace the fan, you won't have any more burned-out relays.