When I heat shrink the female connectors, I plug the male connector into it first, and then put the heat shrink over both connectors and shrink it. Don't overlap the tubing too high up onto the male connnector, though, or you won't be able to remove it. This makes a wide opening in the tube that allows the male plug to be pulled out and re-inserted, and ensures the female connector is insulated quite well (see photos below)...