Interesting. . .
Sorry, I guess I thought those plugs were of a different type. Good to know they will socket your transistors.
As for the heat shrinking everything, if it's cheap enough there is no reason not to do it.
Just remember we are more interested in trying to avoid electromagnetic field sharing, not electric current from jumping across a short circuit (though preventing shorts is also important, for totally different reasons). Point is, heat shrink will prevent shorts, but it will not block the EM fields that cause cross talk, obviously, because magnetic fields will go right through plastic. Only wire separation, shortest possible wire lengths, non-parallel routing, and so on will work to prevent cross talk I'm afraid.
The wires don't actually have to be separated that much, just don't go bundling them all together for long stretches to try and make the construction cleaner or anything. Two long wires that are run together will act like a transformer. So any current through one will induce a voltage on the other. If this were to happen with say, your MOSFET ground wire and the gate wire, the massive current through the MOSFET will create a voltage on the gate pin. Since the gate pin controls the current through the device, this would cause all sorts of problems.
To use an analogy, it would kinda be like if your car tires or axel were rubbing on your throttle or brake controls. Every time you went faster, the rubbing might either engage the brakes and slow you down, or engage the throttle and make you go even faster. Not hard to see why this might be a problem for you.