I had the same problem with the heatshield and my Greddy Evolution exhaust. The sound wasn't the heatshield alone, it was the heatshield barely tapping against the exhaust. Since the exhaust system flexes and moves a little as you drive, sometimes it was noticeable and sometimes it isn't. I didn't have to pull mine, all I had to do was just bend the heatshield by hand a little bit to prevent it from making contact. I don't know if this will help your situation, but ya might want to try it.