Hi,
it's still working with SHIFT-CLICK in CC 2017.
But first you have to load the placegun with text.
And you need at least one empty page.
But you need not to add a page manually.
Here is why:
1. Click the red plus sign that constitutes the out-port of the text frame one time to load overflowing text to the cursor.
Note 1: In my little experiment there is no page after the active one.
Note 2: You could also click the in-port of the text frame in this situation.

2. The placegun is loaded now:

3. Remove the text frame with the backspace key,
the placegun will be loaded with the text of the removed text frame as well.
And the page is empty.

4. Hold the SHIFT key and click:
Best stay in the margin's area when you click.

5. The text will be threaded automatically, pages will be added:

Regards,
Uwe