There probably isn't much you can do to fix it Larry. Even if a fix is possible it would definitely involve opening the headlight and removing the projector to work on it.
The shield is not going to fall off. It's not going to affect any durability or develop any long term issues. It's just going to move and by move I mean very little. THEY ALL DO IT with this type of bi-xenon setup, some more than others. It doesn't take a lot of movement to 'see' the beam shake on a projector. It is a magnifier. The slop is minimal like Bilinivic said. I'm not sure what I can suggest to take up some of the slop or create more resistance on the low beam shield so it rests against the high beam more firmly. If you go trying to add spacers or pads to 'cushion' or isolate the shield from vibes then you're going to adversely affect the focal point and possibly start screwing up the beam pattern. If you try to go ghetto crazy and say add a rubber band
to help create more force on the shield then you're going to possibly damage the solenoid from the added stress in high beam mode.
BTW, thanks Bilinvic for testing!