I'm not familiar with the Einstein phonostage but generally speaking, connect the shield on the source end and leave it disconnected on the other end. This means that any interference picked up by the shield never reaches the amplifier. You are also less likely to create a ground loop.
You can always test it by running a single wire from the turntable to the phonostage ground afterward to see if it's quieter that way.
You can always test it by running a single wire from the turntable to the phonostage ground afterward to see if it's quieter that way.