Replaced my injectors today in the 240D (thanks Sean!

). No problems with the install, and it smoothed out the idle and ride....seems like one injector is nailing a bit though?
Anyway, there were no heat shields under the old injectors. I did some searches and all I could find were dire warnings to always replace them. What are the long-term consequences of that?
I guess that may be why I needed them replaced?