The (galvanic) corrosion of the aluminium is caused by it being in (wet) contact with the integral steel washer of the fixing nut.
The neatest solution I've heard of, rather than using steel again, it to use the bottom of a soft drink or beer can as the washer. Fairly thick aluminium, coated, free. If any corrosion occurs it'll be the washer, not the heatshield.
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