Microsquirt VR wiring question

[jaysvw]

I am setting up a Microsquirt install on a VW 16v motor. According to the Microsquirt manual, the shield portion of the VR wiring needs to spliced into the sensor ground. I am a little confused here. Is the shielding on the VR wiring coming from the Microsquirt module already grounded properly? Would I only need to connect it to the shielding coming from my VR sensor? Or would I have to connect the shielding coming from the Microsquirt module to the shield from the VR sensor, then spice both of those onto a sensor ground? Any assistance would be much appreciated.