Usually the first step is to attach with them, then once you have let down, removing baby, removing shield and trying to re-attach. Have you tried attaching without the shield now that your baby is a bit bigger?
I've been trying that... but the shape of my nipple is so different (and smaller) to the nipple shield. My DS won't open his mouth wide enough to accept my nipple. When he does actually take it in it's only a few seconds before he realises it's not the nipple shield and starts screaming at me.