Shield board with holes, do I need to solder?
Since there are two grounds, a 2-pin terminal block of the type already on the board may fit. Or, since the shield doesn't obscure the far end of the Mega (the end with the high numbered I/Os), you could pick up 5V and Gnd there. The ends of the double-row female header have respectively, 2 each 5V and Gnd connectors. You would pick those up with breadboard wires, though it is admittedly less secure.