FFT is one of the 20th Century's greatest inventions, running as $O(n \log(n))$ rather than as $O(n^2)$ as a simple implementation of a discrete Fourier transform would. But what about half-order Fourier transforms, or arbitrary real order iterated Fourier transforms?
Literature on this topic is quite sparse.
I don't think the Mehler kernel has a FFT equivalent. An easy way to create a fractional FFT is to project $x$ onto the eigenspaces through $$P_k(x) = \frac14\sum_{l=0}^3 i^{-lk} F^l(x),\qquad P_k^2=P_k,P_mP_k=0$$ where $F^l$ is the FFT iterated $l$ times, then $S(x) = \sum_{k=0}^3 e^{2i\pi k/8} P_k(x)$ satisfies $$S^2(x)=\sum_{k=0}^3 i^k P_k(x)=F(x)$$