On most devices, yes you will need an adapter for a 510 when using the drip shield. The ego is an exception and there may be others I'm unaware of.
The beauty of the drip shield is that it locks the leakage in, but recycles it as well. When you hear your atty gurgling, give it a good pull without activating your switch/button and that will suck some of the juice back up inside your atty (yes, to your question) and you can vape that!
I recommend cleaning your drip shield on a fairly regular basis and of course when switching between uncomplimentary flavors.