Refry is the first option. Anything less will affect the quality. If you're prepared to sacrifice the quality then reheat under the grill, medium heat for 15 mins turning half way through. The best compromise you're going to get i'm afraid 
Does that dry them out / crisp them up Axe?
I'm not asure if you meant that for my comment or CH's but to answer to mine, I don't know, I refry. But one thing you should be aware of, is making sure which ever method you use, that the bhaji is piping hot in the centre when reheated. I would be concerned that the under the grill, your bhaji may end burnt to achieve this.