When I bought my shotgun (very first gun), it (heatshield) was at the top of a list of "must-haves". I spent that first day shooting the shotgun for everything it was worth. I ran the heaviest loads I could get as well as boxes and boxes of cheap birdshot. The gun got HOT!
But not hot enough to burn me. Many many years later and the shotgun still doesnt have a heatshield. I consider it "done" as far as parts it needs.