It sounds like a good opportunity to just mentor them. I've messed up some interviews, and what I did was ask the interviewer to walk me through the solution. The best was an interview for a game developer (which I have no formal education for) and learning about applying the Monte Carlo effect to figure out where civilizations were.

You guys have already committed the time to the interview, so there's no added cost. I think it's fine for the candidate to give up when they just can't do it. Doesn't mean they can't learn from the process.