If by "leaving the pointy end inside" you mean that target takes continual damage from having a new plugged hole in their body, slap something like a bleeding status effect where they take x amount of damage per post round in which case it's up to you on whether Kori's skill shares in that damage or if it's only contact damage that she reduces. I'd like the former, if only so it can lead to situations where [s]I get to stroke my ego more[/s] Kori could get some neat muted hero moments.

Thematically, maybe it's something like Kori and her target(s) have connected lifeforces or something, where every time the target is hit she sacrifices some of her own health or possibly her own literal body in place of the target. Bit hard to come up with a reason for me since magic isn't too well defined in Danmachi, but I mean maybe it can also tie in because Kori can also do some healing magic as well so maybe the Shielding skill is more like some instant blood magic shenanigans to heal the target using Kori's own body rather than using the mind to fuel the healing.

Another interesting route that it could take is that instead of the target's damage going towards Kori own body, it instead gives her an appropriate amount of mind fatigue. This could be explained by instead of sharing the physical wound, Kori more takes on some of the mental shock and burden of having new surprise orifices appear on your body, which I think is more in line and appropriate with how magic works in Danmachi. It'll also give a nice balancing act of "how much mind fatigue can I take before I don't have enough to patch everyone up afterwards" since I think Kori is also the only party member that can do any magical healing.

I'm also down for extra damage in the case of all defenses breached.