That sounds like a good plan. I don't recall apex suggesting shielding. I thing the probe cables are coaxial, which means thereis central signal wire surrounded by the reference ground, mylar foil or braid. With a solid ground connection to the apex, the ground should prevent noise issues. This is similar to broadband cable, the sheild is the coaxial braid around the central core (digital) signal conductor.
I have not had good luck with the Apex salinity probe, just ordered another to try again. Because of the nature of the conductive measuement it is subject to any other electrical device (pump) leaking voltage into the water. This would not get fixed by additional shielding.