Bami's Cinder
Bami's items are a nice consideration (Hollow Radiance or Sunfire Cape), as you can push faster, meaning he can lose more and you can gain more when he ults.
Redemption
Redemption is nice against tanks, as it does 10% max HP true damage and is cheap, but you do sacrifice being able to kill squishies with Heartsteel, or push waves fast with a Bami's item.
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Heartsteel is perfectly fine, and I'd consider building it second item if you don't build it first. I think Shen is useful no matter what, and is a bit hard to build against as TK, so you might wanna consider the rest of the map. Also, Merc Treads is nice vs Shen, but I much prefer Swifties, and think it's probably better.