The heatshield on my old Focus used to rattle.

When I got under the car to check it out, it was obvious that the shield itself had deteriorated around the securing points in a few places and had come away from the body of the car. The holes that had formed were now larger than the hexagonal-shaped fittings used to secure it.

To fix the problem, I simply found some washers that were larger than the holes and inserted them inbetween the heatshield and the securing fittings.

Hope your issue is as simple as mine was !