My tiels prefer misting over showering. If you want to give your tiels a go with showering, make sure they have a perching spot away from the shower head. Shower with them, you are part of their flock, they're bound to be interested. Move the shower head so it sprays gently close to them. Water drops and over spray will get them wet without a hard spray hitting them, which would probably scare them.
I like a hot shower, so when Milton (U2) comes in to shower (he's obsessive about water and showers) I turn down the temp. I wouldn't know the actual temperature reading, but it should feel lukewarm to you.
I will let Milty air dry, and he will preen his feathers as they dry, so they are "just so" to him. I know other people who blow dry their birds, though...and it's always better to shower birdies in the morning, so they can dry throughout the day.
Good luck with showering your birdies...