I too mangled the heat shield when I installed my Mountune DP a week or so ago. I hate leaving a project incomplete, so I found a local Ford dealer with one in stock, and for $25, I got a brand new heat shield. Leaving it on is going to reduce underhood temps, and help to ensure the longevity of the lines, hoses, connectors, etc. near the manifold not to mention probably help lower the temps in the turbo coolant lines. If you don't plan on keeping your car for too long, then it probably doesn't matter. Or, if you're always modding and checking that area of the car for problems, then you'll likely notice an issue before it becomes a problem. For me, I don't plan on touching that part of the car for a while, and having the heat shield in place is a bit of insurance.