Funny -- shield on first is what I've always done. And if I'm baking elsewhere where there is no shield in the kitchen, I take a piece of (preferably heavy-duty) foil large enough to cover and cut a big hole in it to make a makeshift shield. You can give the square with a hole a bit of a crimp at the corners and edges to help it "sit" so it doesn't fall off as you move the pie to the oven.

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