I can remember Shirley being tickled in that "New York City" episode. She was also frisked by a cop in one episode and giggled and said: "I'm so ticklish," then, flirtatiously, "so sensitive."
Other than that, I can't remember her being tickled.
Laverne was also tickled briefly another time. I think Shirley was trying to do something with Laverne's dress while Laverne was wearing it and brushed Laverne's back (I think) a couple of times and Laverne said "it tickles."
Far and away, though, the best tickle scene was that NY City scene. Those ticklish Feeney feet in full force!