You guys, I found a really simple fix when mine dropped down for the 5th or 6th time.
There is a type of clip usually used to clip over the edge of thin board to provide a thread to screw into. I bought a packet from halfords for about a quid. (If description is too crap to understand I will upload a piccie!) Used a bottle jack to hold the heat sheild back in place then screwed one onto the stud that the heat sheild is supposed to grip onto (but doesn't once it starts corroding). Then screwed a second one one just to stop the first one coming off.
Did this on all the heat sheilds and now - NO RATTLE!!
Hope this helps,
Darren.