Heat shield rattle

Hello,

I have a rattle coming from the heat shielding around my exhaust pipe. There are many loose sections. I used a worm gear clamp to tighten one section, but the noise persists from another section where the exhaust pipe is simply not snug in between two pieces of heat shielding. I do not think that clamping the outside of this section would do anything. This might sound stupid, but I fit a very slim rock in between the heat shielding and the exhaust pipe and the noise stopped for about a week before the rock wore down, I guess. What would you recommend doing? I have seen that some people simply remove their heat shields, which stops the noise but perhaps causes other issues.

Thanks for your help.

Conor