I've heard that pigs radiate heat from the ears so sometimes you might see very pink ears but it's not sunburn... it's because they are hot. Unless they're skinnies they'll be in their fur coat all year round so shade will be very welcome!
I'd go down the shade route - hideys in the shade so they can come out into the sun to eat but run back and cool off when they feel the need. I don't put my plastic hideys in the sun at all... it's like an oven in there within a few minutes!
Last thing to think about is the surface. I have a slabs set in the grass which piggies can run on to if they wish as the run is movable about-able. But direct sun heats the slabs to burning hot - and I only found this out because I go out the back in bare feet, which most people don't. We spend a lot of time in the UK thinking is the ground warm enough or dry enough, but there are also situations when it can burn!