Hey John,
like braided shield, foil shield should be clamped to ground or grounded with a grounding cable gland.
Both earth portions of the shielded cable must be connected to the earth point by cable clamps.
– Source: Omron MX2 User’s Manual
The other day when discussing connection of both ends of shield, Mike @mchoonmaker linked this paper that I can recommend:
PS: Note that the link in the article is broken, the working link is here: Begin with the End in Mind — Proper VFD Cable Termination