Seems like you can't gain XP by anymore by doing the above. Can someone confirm it ?

Yup, it's been fixed:

http://www.gog.com/forum/ftl_advanced_edition/ftl_faster_than_light_is_now_ftl_advanced_edition_pc_mac

"Shields only provide skill boost if an enemy is present"

I don't know if this desicion is good or bad. From the gameplay's side, they fixed an easy way to exploit the system, but if you go with lore, it makes sense that it worked that way.

I'm not sure I like it either. I never actually bothered doing it (since I consider waiting around an asteroid field to level up to be pretty damn lame), but you can still do pretty much the same thing with crappy enemy ships in the first few sectors - that is, ships that don't have the weaponry to damage you even with all their weapons on-line.

The only thing you have to be careful of is them escaping.