K type thermocouple shield ground

On an AEM K-type CAN module, shielded K-type thermocouples need to have the shield grounded at the plug end? Crimp the shield to a wire and ground to chassis? Does anyone have a pic for reference? Most setups I have seen just have the thermocouples plugged into a module, with no grounding wires in sight. What is the ideal way to ground these thermocouples for the most accurate data?

The stainless 'shielding' you might be referencing isn't actually shielding. It's a heat reflector and abrasion resistant cover to protect the chromel and alumel wires and their respective insulation. Think stainless AN lines.