It was during this period that Shepherd wrote several feature films including: Up in Heaven, Directed by Shepherd, produced by Nira Park and Maria Manton for Film4, Big Talk Productions; and 50% Off, directed by Shepherd from an idea by him and David Shrigley for Warp Films.
His last Slinky film, Bad Night for the Blues, won the International Canal+ Award at Clermont-Ferrand International Short Film Festival and was transmitted on BBC HD on 27 February 2011.