1. If you want to "rush" wonder, and currently, you cannot built any wonder, but you want to prepare ( lets say for UN, Smith's Trading Company etc.) and be ready when Technology is known,
simply start build Palace. It takes lots of turns and when technology is known simply switch to building of GW.
2. somebody "stole" your wonder. you had only one turn left, and somebody just built it
Of course you don't want to waste your shields.
No big deal, if no other wonders are available for building, switch to Palace, and navigate your Tech research to some cool wonder...and when tech is known...switch to wonder. I managed to built Theory of Evolution in 9 turns.
simply start build Palace. It takes lots of turns and when technology is known simply switch to building of GW.
2. somebody "stole" your wonder. you had only one turn left, and somebody just built it

Of course you don't want to waste your shields.
No big deal, if no other wonders are available for building, switch to Palace, and navigate your Tech research to some cool wonder...and when tech is known...switch to wonder. I managed to built Theory of Evolution in 9 turns.