What you did was stop the interference by shielding the source of the interference rather than shielding the part affected. This is the preferable solution in the case where you have identified the source. From a practical standpoint, if it works as is - no it doesn't need to be grounded - you have achieved what you set out to do. If you continue to have problems, ground the conductive sheet. The question then becomes how to ground it - at one point or more. In your application grounding at more than one point should not be a problem as you aren't going to be concerned about ground loops. But, since you have solved your problem, I would not go any further. I am assuming that your interconnection between the amp and preamp is not balanced. If you the capability of using balanced interconnects then you may want to do so and thus be able to remove the conductive sheet you are now solving the problem with. If you do so, attach only one end of the shield of the interconnect to ground - at the preamp end.