Thanks to @mcbarnet007 and his tip. I removed one of the rear heat shield in about an hour. The job was actually fairly easy, you put the car in tow mode, remove the two bolt for the caliper and just move them out of the way so you can remove the rotor and heat shield. Make sure you have tin snip or cutting tools with you, I didn’t want to use my power tools since it was late. It was a pain to cut it with some old tin snips. I will be doing left rear later this week. Tow mode beats removing the rear plug in neutral.