I'd like to avoid heat shields if I can since a clean, painted engine bay looks good in my opinion. Especially since it's the nice gelcoat side of the footboxes that's visable in the engine bay.
The cork and aluminium sounds like a good idea since it would be quite rigid and strong. I had been thinking about fiberglass cloth behind aluminium or even just an airgap between the aluminium heatshield and the foot box.
Here's a couple of pics of the home made headers. It's hard to see in the pics but there is at least an inch between the headers and the foot box at their closest point.
I tried to run the header pipes low down to increase the amount of air they get from under the car. Hopefully if there is a lot of heat it will only build up when moving slow or stationary.
Cheers