Well, if you go onto Jeg's or JCWhitney you can order some heat shielding and cut it to fit. It comes in sheets.
But to be 100% honest with you... that cone is no where near as deep into the fenderwell for it to be considered a true FWI. Get rid of all the end piping and make yourself a CAI box if thats what you want to do. Either that, or push that filter out further than that, or put a 45ยบ so you can go further into the well. if you do put that heat shielding around it, gains will be minimal.
