My Shield doesn't have inserts but I do have other brands that do.
Use whichever one allows your trigger finger to rest on the 'Sweet Spot' of the trigger which accomplishes a straight rearward trigger press.
Since everyone has different size Hands/Fingers, the insert that works for one, may not work for another.
The next to smallest one that measures 1.175" wide. I have large hands, and can't imagine anyone but someone that wears size Large-and-a-Half glove size being happy with the large insert.
It's funny, but large works best for me. And I don't really have large hands. With the medium grip, the second pad of my finger is on the trigger. Not the first pad as its supposed to be.
BTW, I am talking about my M&P Compact 2.0.