When you shine (use your reflector), it takes a certain amount of time for the animation ends (allowing you to do other stuff). You obviously have figured this out. In order to make it faster, give you more options, make you much harder to hit, and open up a ton of combo possibilities, you can jump cancel your shine. To jump cancel a shine, merely press jump after you shine. Frame 4 is when you can do. Just try shining and then pressing jump. You'll quickly see the difference. You can do this in the air if you have a double jump handy, too. All it does is make you faster. There are endless possibilities as to what you can do with it.
Now, if you're talking about SPAMMING shines. You might be thinking of Waveshining and Double (or Multi if you're just that cool) Shines.
Waveshining is done by wavedashing out of a shine. What do you need to do first to wavedash? Jump. So since you can jump cancel a shine, you can go straight into a wavedash. You can get good enough to shine somebody across the stage or just shine into some sweet combos.
Multi-Shining is merely shining after canceling your shine. There are a variety of ways to do this. One way is doing a shine, JC (jump cancel), air dodge down, shine, and repeat.
It all sounds wicked crazy. You're right. It is wicked crazy to do and even more wicked crazy to watch. It is very possible, though, if you just practice. Start with wavedashing and learning to JC your shine and you will get there eventually!