Not yet. I have created one level where...
...you have to use a shimmier below a platformer, timed correctly so a brick gets placed when the lemming is above the platformer, and thus the "shimmier" - although he never grabs any ceiling - lands on the platform.
And another trick I've used a couple of times...
...assigning shimmiers at different points under a ceiling, so the lemmings are delayed by different amounts.
I think those are the only actual tricks (rather than just "you have to figure out where / when to use it") I've used with the Shimmier.