When you first get Bao-Dur after you leave Citadel Station, he can make plenty of shields (an infinite amount for a limited duration). Keep asking him for shields. You will get Energy, Mandalorian Melee, and Echani types one once in awhile. This is useful for gaining credits. However, after Bao-Dur asks you about making a lightsaber and tells you to collect the parts, you can no longer ask him to produce shields.