No, a riot shield can't be easily carried on a mountain bike. On top of that, the official story of the event is he was detaining an illegal on the US side when attacked with rocks. Last I check, it's hard to hold a riot shield in one hand, while attempting to detain someone at the same time. It just gets in the way, and the moment it's placed on the ground to try to wrestle the guy, it becomes a ready made weapon to be used against you if the person you are detaining gets free from you.
Furthermore, the smallest riot shields are generally 2 feet in diameter and heavy. On top of that, considering they don't provide much protection in the first place, you'll then need to attach a face shield to the bicycle helmet as well, and suddenly we are running around with tons of extra gear for a guy on a mountain bike. They'll start to look like Mad Max extras.
But I have a better idea, since we are off in fantasy land at this point, let's make them ride these bikes...
Except we'll replace the machine gun with a water cannon and an attached 50 gallon water tank trailer that needs to be pulled along with it. That way, they can wear their riot shields and helmets, and shoot kids that throw rocks at them with water cannons on their bicycles...
OR THE KIDS COULD JUST NOT THROW ROCKS!