Tell them to come back at the next available appointment time when they have followed the instructions you gave them.
Seriously. The only way to deal with this during production is to ensure it is dealt with prior to production. Make sure the client/model acknowledges at least a day in advance that they understand the need to wear loose fitting, non-binding clothing and underwear for several hours prior to the shoot so as to avoid compression marks on their body. To the best of my knowledge there is no quick fix way to make those marks go away any faster than they naturally do. Some body types will recover faster than others based on the relative amounts of fat or muscle tissue directly under the skin, but all of them still require time for the marks to go away.
If you have made this clear to them in advance, they have positively acknowledged the instructions, but yet show up anyway with binding underwear on it might mean they are consciously or otherwise communicating to you that they are not comfortable posing without these undergarments and hope that showing up for the session with underwear on that has created impressions on the skin means you won't ask them to remove that underwear during the session.