There are two ways to shield your C/ VC.
1. When you join the Mega Contest, you will get an option to select which of the C/VCs you would like to shield from all teams entered in the Mega Contest
2. Via the My Matches>> My Contests tab. Here, go to the Mega Contest and select all the C/ VCs you would like to shield across all the teams you have entered in the Mega Contest.