I have removed and replaced these shields on a 220D, and twice on 240Ds. I used a tool with a what is easiest to describe as a small threaded strawberry on the end of a screwdriver from Sears. I jammed the tapered threaded thing into the center hole and turned it. It got a grip and I just gave a slight tug and the shield came right out. It worked on the two different designs of shields.

If you examine the cross section view of the parts in your link, you will see the heat shield is squeezed between the injector nozzle face and the prechamber. There are no soft gaskets between the injector and the prechamber, and there is certainly no thread sealant. As a result, I believe that by design the heat shield is used to form a seal between the nozzle face and the prechamber. If you have damaged this by deforming the shield, it is feasible the seal will no longer exist and exhaust gas pressure will force its way out past the threads of the injector to the prechamber. Once pressure gets there it can work its way out between the locking collar and the injector or, if something is blocking that path, between the collar and the prechamber and out between the collar and the head. Jim

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Own:
1986 Euro 190E 2.3-16 (291,000 miles),
1998 E300D TurboDiesel, 231,000 miles -purchased with 45,000,
1988 300E 5-speed 252,000 miles,
1983 240D 4-speed, purchased w/136,000, now with 222,000 miles.
2009 ML320CDI Bluetec, 89,000 miles

Owned:
1971 220D (250,000 miles plus, sold to father-in-law),
1975 240D (245,000 miles - died of body rot),
1991 350SD (176,560 miles, weakest Benz I have owned),
1999 C230 Sport (45,400 miles),
1982 240D (321,000 miles, put to sleep)