We used to live in New Mexico, where temps can be 110F or more.
I made it simple and safe... when it was over 85-ish, he just didn't go out. Otherwise, yeah, shade, plenty of water, and a handy mister/spray bottle.
If supervised, shade and a mister, but make sure he/she also has water and that you are very vigilant about signs of overheating (can happen fast if you aren't paying attention). My uncle's grey overheated really quickly one time and it wasn't even that hot out, so everyone was sort of shocked (As the bird had been in hotter temperatures than the ones on that day)---ended up being semi-serious but it worked out. Not saying you can't take him out, just saying to keep a close eye.