There's a bug associated with the Slot choice for woodworking bench
In order to complete shields as a result, you need to craft the next shield in the line's rim, and it will (awkwardly) attach to the shield board
Afaik. There's going to be one shield which is incapable of doing this, but there's a small chance, very small, that it might actually use the first shield's rim, but I haven't tested to see if that's the case yet.
All the others will work provided the next rim is used.