It may be bad for them. Goslings' instincts are to follow at all cost, as a lost gosling is a dead gosling in nature. So they may easily exhaust themselves trying to keep up. Gosling are not built for long distance walking, they use most of their energy to grow. In nature they'll walk a few feet, eat a little, walk a few feet, eat again, and so on.
I don't know the distance of a short hike, but anything more than one third of a mile should include water and plenty of long rest and foraging stops. And only in cooler weather - on a nice warm day they tend to overheat.
If your hikes are longer than that, try to sneak out without the goslings or fence them in. They're not capable of deciding whether or not they want to go for a walk - they just see you leaving and follow their instinct not to be left behind.
Even grown geese have an instinct to follow the flock. When I take my goose for a walk, we sometimes stop and chat with people we meet. When we part ways, she'll usually start following the larger group, especially if they move fast.
Walking a goose is nothing like walking a dog. A crawling baby could keep up with us most of the time.