I have 14 guitars. 12 of them hum to varying degrees, 2 don't. 2 have shielding paint slopped around the control cavities, 12 don't have any kind of shielding at all. Go figure which is which.
And before Cagey jumps in with talk about properly shielded wire, the pickups of one of the guitars which doesn't hum use that old push-back cloth wire, with no shielding on 'em. They also have mismatched coils and aren't wax potted so if anything they should make the most noise. It's not like there's any voodoo magic going into it either, it's just an Epiphone, made in a Korean factory in 2004. The other guitar I have which doesn't hum also happens to be an Epiphone, a Firebird with some Creamery humbucker-sized P-90s in it, which in theory should be even worse for noise (not wax potted, push-back cloth wire, single coil). But nope. Neither of them hum at all. They're both shielded. My other 12 guitars - none of which have any kind of shielding, though all of which use humbuckers of some form or another - hum in some way.
I say go ahead, shield it for all it's worth. With a clear guard I would recommend using shielding paint though, might look a bit better than copper foil. Depends on your colour scheme I guess.
That said if you're using a clear guard you're certainly not going to want to shield the underside of the pickguard itself and if you don't do that then I can't vouch for how well the shielding may work. If you're using single coil pickups then I'd urge you to reconsider the clear pickguard and go for a solid colour so you can do full shielding instead. Of course single coils may still hum a little but every little helps.