For terminating shields, the basic principle is to route any stray voltage to a single point, ideally the main avionics ground point. I usually see most manufacturers call out to ground only one end of the shield. The other end remains open, which makes sense if I think about the previous statement--only one path to ground so fewer opportunities for ground loops.
That said, I don't really think it's necessary to use TSP for power feeds through breakers, switches, and other DC devices. It wouldn't hurt for the things you mentioned but if you shielded every DC wire you'd have a lot of extra complexity, and a lot more room for error and for a stray strand to mess up your day. If you really want to go through all that effort, make a jumper from the shield, around the switch, back to the shield. That covers the great majority of wire length without having to use a metal box for the components. Lots of work and maybe not much reward. I'd be more likely to of course shield the audio lines, then serial wires and anything else with an audible frequency. That way you're taking the biggest swipe at keeping the audio quiet.
If you haven't used solder sleeves, they're a great way to terminate shields and install a jumper. Quick, clean, cheap, small, easy.
Also, get metallic DB housings if your device doesn't provide them. Lots of things seem to come with plastic housings these days.