There is a way to get round this problem bass. Firstly shrink wrap was predominantly designed for system scaffolding ( no bolts to puncture through). Secondly, experienced wrappers would tape the bolts. Then put tape adjacent on the sheeting. Stops the bolt coming through. But, clips on ledgers I would say no to. They are not load bearing to hold the sheeting if the wind gets up.
You wouldnt hang mongole flex on ledgers with clips would you??? Same principle bass.
Hope this helps.