danb35:
Don't quote me, but I'm pretty sure I've seen shields done on the 5 cm square boards. The header pin holes are awfully close to the edges, but they appear to fit.
I believe that might be possible if you basically solder the headers along the outer edges of the board, maybe have drill holes that are broken open by the edge of the board as guides. I couldn't find anything about it though. If you have any links, I'd love to see how it came out.