earlier i said that the tl;dr for hobbyists is to just tie the shield to your board ground. for professionals who aren't experts in EMI but work for big companies who have EMI folks on staff, you might just want to add a generic "series component" between the two grounds and populate it with a 0 ohm jumper. the EMI people (during precompliance testing) may need to play around with that connection, and this makes it easy.