First, your GC is right. Any time you use a grout joint smaller than 1/8", you use an unsanded grout. The only exception to this is with Latictrete's Permacolor grout. The sand in it is so fine that it can be used in any size grout joint. As for the grout shield, to me it's a waste of money. With only one exception that I can think of off hand (Hydroment) every grout manufacturer makes their grouts with modifiers already in them, and to add another polymer to it is not only redundant and wasteful, but may also be detrimental to the performace of the grout, due to a possible reaction between the different polymers.

We used TEC XT grout for two of our bathrooms. It is supposed to be more stain and crack resistant than other cement-based grouts, and has anti-bacterial/anti-fungicides built in. We used both sanded and unsanded.

Also look into TEC Powergrout.. It is mold, crack, and stain resistant. It also has a very fine sand which will be ok for your joint size and will not scratch the marble.

thank you everyone on your comments..It is just such a final aspect of this project that the tile is the FINAL oh we are finally here that you want to get it all right. I trust my GC but good thing about GW, no one has a dog in this fight and you get candid comments.