According to the book 'Radio Frequency Measurements' by Hartshorn, published by Chapman and Hall, London, 1940, having a last turn in the opposite direction on a toroid with a ferromagnetic core considerably reduces the stray field outside the toroid which is caused by the winding being spread out along the core.
To get good screening, I would use tinplated steel of at least 22 SWG and spaced at least 1 inch from the toroid as well as Hartshorn's reversed turn technique.
I did an article on shielding for the 'Signal', the journal of the Vintage and Military Amateur Radio Society. If you want a copy, email me at g8on at btinternet.com - substituting '@' for 'at', of course
73
Peter G3RZP