It's best to shrink onto the pin very far (just until the two little blades stick out) This way it's impossible for the shrink to slide and perfect tension is guaranteed. Of course it just works with very thin heatshrink. The perfect optic is just a side-effect. The anti-slide is the true benefit. Shazza showed how to do it. I just have one picture from a girl (Kätzchen) here in Germany (interesting that the girls were the ones who documented it ) that shows it:



But remember to let the heatshrink cool down before you put the cable back into the connector.