If you countersink the holes through the plastic slightly it will let the heatshield fit tighter to the skirt. however, if you are only using self tapping screws, there will not be as much for them to grip so don't overdo it.
If you have the proper countersunk head stainless bolts you can countersink further and get a really close fit. (If you need some, try your local engineering supplier - they will be cheaper than MG dealers. I got mine from Lincolnshire Fasteners in Sleaford; 6 bolts with washers and nuts for £2.00)