I'm about to install my heat shields and banjo burners on my brew rig and was wondering if I need to make some holes in the heat shields to vent off gasses?
Don't make holes in the wind screen, that will compromise its purpose.
Instead, just make sure the top of the screen leaves a healthy gap to the kettle bottom above - like at least an inch or so.
My rig has 1-1/8" gaps between screens and kettle bottoms...