I have never owned an anodized metal pickguard before. I traded a guitar for a Strat and it has a gold, anodized pickguard. Do those pickguards cause feedback?
Waaaay back in the day, I read a review of a Jackson King V in Guitar World. The reviewer mentioned that the cavity cover was aluminum, and resonated at a particular frequency and indeed caused feedback. I think he put some tape on it and eliminated the problem.
I have a Soloist with an aluminum control cavity cover. It's a 2006 with all factory wiring, and it's not as quiet as I thought it would be. In fact, it isn't nearly as quiet as the 2005 Faded V I used to have.
I had one and didn't notice anything beyond the normal single coil 60 cycle hum.
You should still shield the pickup cavities and control cavities, solder them together. The pickguard will also touch the shielding, so effectively making less noise...