It's fine as long as you take some things into consideration. 1. Are any pesticides or weed killers used on your lawn recently. 2. Are there any other dangerous things that they might eat. 3. Is there a place you can take them where you're certain you can catch them if they decide to run off. 4. If it's very hot or cold outside, don't stay out too long. 5. Consider a harness (I know that someone on the forum sells ones that people seem to like).
Remember that taking them outside is your responsibility. No matter how well trained they may seem indoors, they may be too distracted by new sights and smells to listen once they're outside.
So far I've been watching her like a hawk and she just runs around and sits and runs around again then ran back to my lap when our neighbors down the street started their lawn mower. We have a harness for her so I'm going to get her in the habit of using that! It's October and 82 degrees here in kentucky