I take a spade and push it down as far as I can (the entire blade, at least) then rock it back and forth to make a slot that is at least 1" wide at the top.  This gives bees access to a lot of surface area underground to find the right texture and moisture, and it dries fairly slowly.  But if things are really hot & dry I will pour some water into it in the evening, after the bees have gone to bed.

I haven't had much luck with putting clay into containers for them.  Mine don't seem to like that for some reason.  But they always go for the holes/slots in the ground.

I'm not sure if I mentioned this a few years ago or not, but I sometimes buy those cheap plastic "wading pools" for toddlers and use them for potted plants that like wet roots.  [These are usually 3 or 4 feet across and perhaps 6-8 inches deep.]  They're cheap, and they can most certainly be eye-sores in a yard or garden, but again I reiterate that they're cheap.  Anyway, some years ago I took one and simply put our native clay soil into it so that the soil was up to the lip on one side, but gradually descended at an angle so that the "deep" end had clay soil a couple of inches deep.  I also had some small wetland plants (to help stabilize and hold the soil in place.)  I added some water when necessary, but on one side of the kiddie pool there was always a gradually descending "beach" of wet clay for insects to land and imbibe.  Sometimes in the summer I'd sit down next to it with a beer and watch bees and wasps visit this little oasis.  I was especially pleased to observe that a native Potter Wasp visited repeatedly to collect wet clay in order to build edifices for the rearing of its young'uns.  

It doesn't need to be one of those cheap kiddie pools, but you get the idea.  If you love watching insects and their behavior then I recommend that you cook up something comparable.  

Reinettes