Hmmm..I know that there are some "make shift" ways to do this to YOUR dumbells but not for sure if the gym would like it if you did this to one of theirs. Let me look around this evening and see what I can come up with.
Check the links in this thread posted by B-Fold a while ago. The first one loks something you could do at the gym, wouldn't hurt anything, and you could pick the size of the handle you want.