Nice tablet. I wish OEMS and GPE devices have factory images like nexus devices. I flash, root, wipe too much, so it really is a requirement here for me.
Make a nandroid backup of the factory ROM beforehand. Not the perfect solution but better than nothing.
Will get wiped when I format in twrp or reflash wiping the internal sdcard.
Transfer it to your computer as soon as it's created. I used to do this every time I flashed a new ROM. It's tedious but the time it can save if/when something goes wrong makes it time well invested, imo.
Or does the Shield play PC games not available on Android and that is the appeal? I don't know much about the Shield.