I haven't seen anyone post an explicit list - but as of this week - 4.1 - the below is true.
*with the exception of mag's shield, which is purely based off damage done*
Anything that creates non-periodic damage events will proc the shields, anything that only creates periodic damage events will not. (There was a useful post on these forums about that).
To clarify with examples-
This means applying immolate (an initial spell_damage followed by spell_aura_applied and spell_periodic_damage or w/e it is) will trigger the shields. It being present prior to the shields will *not* trigger, as this is only periodic damage events.
UA is always ok - no direct damage events.
Corr ok.
CoD is not ok, because it spawns guardians (ebon imps) and these cause direct damage events - the tick itself won't proc the shields, but it isn't worth the risk.
CoA is ok.
Curses are of course ok.
Guardians are not ok - they cause direct damage events and will proc it.
Havoc *WILL* break shields - it causes a corresponding damage event for 15% of every other damage event you do to other targets - periodic or otherwise - I admit to being lazy on this one - I haven't personally checked the event type - but since it isn't a periodic damage spell, I have taken it on trust.
This means affi can do full off-target damage for the entire duration of the shields being up - provided they are not stacking shadow embrace (haunt / shadowbolt will proc) and their pet is not on the shielded mob.
Destro can run corr + coa, and if you time things can apply immo prior to shield.
Demo is the same deal, corruption + coa - and keep your cleaving pet away