The idea was originally to try and control the transient voltage leaking from the torch input and use the shield to ground the machine movements to the welder chassis.
This photo shows how to use a screw driver to open an entry into the braid.
Torch with shield added.
When my electrical engineer friend Geoff Dolan saw the machine he suggested using the shield as return path from the build plate to the welder. This strategy keeps the return path parallel to the input and as short as possible. A great suggestion although I had to resize the shield to handle the amp load.