Avoiding the new situation is not the best choice. The perfect one is always give full support so that they can feel comfort enough in such unfamiliar situation. What you need to do is introduce them into a small and safe playgroup. It will make shy preschool child getting easier to do their transition. You just need to stay exist around the so that they can feel safe to try connected with other child.
Make sure that you can find a playgroup near you with some children in the same age. Do not pushing shy child too hard. At first, they may stay alone since they are still evaluating the situation. Slowly but sure they will find out that it is fine to join with the other as they get used to communicate along. Do not forget to always encourage them to make interaction with the other.
The first pace is the most difficult one. That is why it will be helpful for them if you can visit or accompany them in their few first days. You may also try to find out whether there is kid that lives near you so that you can visit and arrange some time for your child and that child to play together. It will be ease your child to feel comfort among the strangers around them.
Most of you may think that the perfect way is slipping out when they did not notice is the best way. Unfortunately, this is absolutely wrong since it may make shy preschool child feel upset and feel abandoned. Something that seems normal for us or other child may become great burden for them. That is why you better say good bye and hug them before leaving.
Shy child may difficult to have a quick relationship with new people. That is why your fully support is needed during their preschool age. Lately, they will have their own ability to be more involved in the social interaction when they get older. They may seen an introvert and difficult to cope since they tend to cover up and having their own space. However, it does not mean that you cannot see them as a successful people in the future.