Adafruit motor shield? I thought we were talking about a TB6600 stepper driver? You can't drive
a low-impedance bipolar stepper with anything but a stepper driver, DC motor shields are completely
unsuitable and will burn out.
What is the winding resistance and weight of the motors? Should be able to figure out the rough
current requirements from that.
Its pretty normal for a stepper to make noise, BTW, even when stationary, due to the chopper
oscillator.