At 6 weeks old, they should be ok without supplemental heat. Not sure what the weather is where you live right now, but the overnight temperatures are still pretty comfortable here.
I imagine it would be safe to let him roam during the day now, and then at dusk, as long as you have a safe place to lock him up for the night, he will be fine.
I put mine out at 5 weeks. They did great. In Idaho at that time, the night temperatures were 34-40 and they did fine. I of course worried but the four of them were active and ready to be let out every morning. They will be turning 11 weeks on Monday. Enjoy your goslings.
Be aware that heat lamps are both a big fire risk and also a potential hazard to your geese: they can shatter and go everywhere. I would not trust them unless directly supervised. Sweeter heaters and other radiant heaters are safer.
As your temperatures start to cool and your goose gets older, dry, soft bedding will be sufficient to keep him warm.