I have three tips;
1. Always understand that shy kids take a little longer to socialize compared to other kids. So, give them time, do not rush. Eventually, they will fly!
2. Make them feel special and important though you are not happy with their shy-nature. Tell them that you love them and they are precious.
3. Before taking them to parties or sports events prepare them mentally by talking about the event the whole day. Before leaving them there make sure you familiarize them around the place and introducing them to people.