I spent several minutes failing to figure out what they were talking about, when I realised I had grabbed K-9 instead of Wolfang.
On Wolfang, the shield's post does sit in the crevice where the gun's post folds into, but I think it is just coincidence that the two are of similar length (they are intentionally similar width because they both have to fit in the fists)... it doesn't fit perfectly like a post in a fist hole, it sorta just sits in there comfortably and falls out if the toy is moved too much.