Remember, he is saying if done perfectly, and the fastest grabs (and most grabs, at that) are still frame 7. Remember, he's limiting it to nairs and grabs.
If you want to not get shield grabbed, land behind the opponent.
Also, if the opponent's grab just doesn't put their hurtbox in shine's range (possibly via shield DI to assist spacing) you simply don't beat it with shine.
But yeah, drill is generally bad on shield, the good part is that it beats CC, has set knockback to combo into certain things, and the multiple hitboxes make it so doing it "early" doesn't put you at a greater frame disadvantage.
Use infinite shield + shield grab with a character that has a good shield grab and try to avoid getting grabbed.