"Even if you have had both doses of the vaccine, you should continue to follow this shielding advice, until further notice as we continue to assess the impact of vaccination among all groups. "
Media is reporting that shielding will continue until 31st March, only formal statement I have found is that it will be reviewed on 21st February.
COVID-19: guidance for people whose immune system means they are at higher risk
Guidance for people aged 12 and over whose immune system means they are at higher risk of serious illness if they become infected with COVID-19.
www.gov.uk