If your X is still under waranty, the dealer should fix it. But we know what a bother that could be.
From experience with other vehicles, noise from the heat shield is caused by a broken weld(s). I don't remember exactly what that shield looks like. But in general, a hose or muffler clamp around the shield almost always solves the problem.
The other cause is a bracket or some other item has moved into close contact with the shield.
dave and Xtoy - no clamps yet