How to cool down a moon?
Assuming the major heat input is from the star (the gas giant may also radiate significant IR) then you could seed clouds or freeze the water in order to increase the albedo.

Alternatively, you could increase the radiative efficiency by somehow painting the side of the moon facing away from the star black. Tricky, as no doubt this hemisphere changes with time quite rapidly.

If tidal heating from the gas giant is significant then you need to get the moon into a wider orbit!

The sunshade at the L1 point idea is widely discussed. Usually it is lenses that are considered, to avoid big problems with radiation pressure. I'm sure you could calculate some appropriate numbers to block a certain percentage of light in your system.