What are some good ways to keep the hot sun off vegetables?

Just transfer them in a shaded area. Another option but it will really cost too much is by putting simple greenhouse on the plant. Installation of nets or anything that help filter the sunlight to prevent directly exposing the plants can help.

You might try spray water on the plants a few times a day. If it is not enough to protect the vegetables from the Sun then try and build a net over the garden with poles in either ends. Then try to grow some vegetables that quickly grow and can climb on all over the net. Your vegetables under the net will still get the heat from the Sun but it will not harm it anyway. Alternatively put paper on the top pf the net.

Haw about building a tent (with no side of course) out of dark netting? The sun would still filter through but the plants would get some shade and heat relief. You could put a post at either end, hand chicken wire and then lay the netting over the chicken wire.

I mist mine occasionally and also put newspaper over the plants during the heat of the day. I can't plant where I am now so having hanging plants and I can move them to the other side of the house where the sun is direct after they have had enough sun for the day.

You have to create shade for them. Find a way to use cloth or lattice or something that lets in less sun during the part of the day when they see the most sun. Shade will also reduce the temperature somewhat, which may give them additional relief.