Fundamentally I think they should just use the road and keep to the right (in the US), like other slow moving vehicles. They’d probably be fine in bike lanes where they exist.
Maybe they could enter the sidewalk for half a block at a curb cut like a cyclist would do to complete a delivery.
There's a very clear and obvious reason they are on the sidewalk. Bikes are not "probably fine" in bike lines themselves though. Bikes are mainly visible to drivers. These things are too small to be in the bike lanes let alone in an actual lane of the road. They'll just be a small speed bump to most cars.
Maybe they could enter the sidewalk for half a block at a curb cut like a cyclist would do to complete a delivery.