re: A relatively cheap way to cool down Mercury
Unless your are talking about terraforming Mercury, a sunshade is not needed for visiting astronauts. Since Mercury has virtually no atmosphere, all visitors need on Mercury’s dayside is insulated soles and a suit with a skin like Messengers, or some kind of umbrella like hat.
Venus, on the other hand, could use a solar shade. Even better, why not a very thick ring that covers most of the planet. This ring uses something like fiber optics to control and channel solar energy to the surface of Venus, thus Venus day could be controlled.