When I have a fresh graft, I shade it until the union is formed and the scion begins to push new growth. This is usually around 3-4 weeks in SoCal during the summer. If it’s really hot when the buds begin to push, you can remove the shade in the evening when it’s not so hot and then put the shade or bag back on in the morning.
Usually after the new growth is exposed to some sun/UV for a few days, they will be able to take full sun after that, at least where I live.
If you baby the grafts and leave the shade bag on the scions for too long, the new growth will get used to the shade and if you suddenly remove the shade bag on a hot day, the leaves will burn.
Simon