For the OP:
I was reading on another thread that the heat shields have changed somewhat over the years. Could you add a picture of the heat shields you used so we are all on the same page? And could you indicate which way around you installed them, because it sounds like they are easy to install incorrectly.

For the others here:
Could someone verify if the OM615 heat shields are identical to the heat shields currently used by the rest of the forum (OM617 owners)? Here are some of the images out there, and perhaps someone could help guide the OP on which one he should have used.
Heat shield for a Mercedes-Benz diesel | Flickr - Photo Sharing!
Heat shields for a Mercedes-Benz diesel | Flickr - Photo Sharing!

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1968 220D, w115, /8, OM615, Automatic transmission.
My 1987 300TD wagon was sold and my 2003 W210 E320 wagon was totaled (sheds tear).