Could the metal shield on radio modules be tampered with?
So long as you don't damage the integrity of the metal shield, you can do pretty much anything you want to it.  Certainly, soldering another piece of metal to it shouldn't be a problem.  Just be careful not to overheat the components that the shield is covering.

Do note that the metal shield is often where the manufacturer's model number and certification markings go.  You don't want to cover or damage those markings because that can invalidate the certification.