You can make an adamantine golem for a mere 350,000gp worth of components.
Or you could cast Animate Objects on something made of adamantine and then cast Permanency on it (15,000gp).
Or get any construct that can use weapons (like a Clockwork soldier, crafting cost 19,000gp) and give it Adamantine gauntlets (or armor spikes, or whatever) for 3250gp or so.
How much does an adamantine shield cost?
Ammunition +60 gp per missile
Light armor +5,000 gp
Medium armor +10,000 gp
Heavy armor +15,000 gp
Weapon +3,000 gp
Adamantine is so costly that weapons and armor made from it are always of masterwork quality; the masterwork cost is included in the prices given.
A shield isn't ammo or armor, so it can only be considered as an adamantine weapon. So 3000gp plus the cost of the base shield.
(Note: I put too high a price for adamantine gauntlets earlier.)
If you're looking to give it slam attacks that overcome adamantine, I'd use the Forge Fist Amulet as your reference point. 13000 gp = adamantine natural attacks and 1d6 fire damage.
There was a ridiculously huge argument about whether an Adamantine golem can overcome dr/Adamantine with it's slam or other unarmed attacks, so (surprisingly) expect possible disagreement.
Are you doing this as a player or GM?
The link you've given is to War Machines, which are unintelligent and neutral... so it might be that giving them monk levels is a no-go.
What's the objective here? Powerful adversaries? A dangerous high damage melee minion?
Then I return to my initial suggestion: a Forge Fist Amulet would best accomplish your goal, and would work really well with a monk, seeing you would get to deal the additional 1d6 points of fire damage with each punch, and it would by the object's own description be balanced to allow you to make Adamantine attacks at full UAS damage. You could probably get your GM to allow you to build it directly into the War Machine so as to avoid it getting destroyed by sundering.