Why not using a piece of ESD foam to wedge between your GPS module that has male header pins and a shield with pin holes if you don't want to commit the module permanently to the shield? Be careful not to short anything with the foam.
You can't see the black foam between the module and the shield though but I guarantee it's there. The connection is pretty good and has been holding together for about a day now. Tomorrow the module will be soldered to another project :)