The 20-year-old has become a fan favourite since arriving on loan in the summer.
Staff at Old Trafford have been keeping a close eye on Henderson – who has been a key figure for League One’s second-placed side – and he said: “They’re delighted with everything that is going on.
“They have a loan guy called Les Parry who is keeping in touch every couple of days, seeing how training is going.
“Then the goalkeeping coach will ring me once a week or so to see how things are going. They’ve let me get on with it, really, and everything seems to be working.”
Henderson feels being pushed for the No.1 spot by Craig MacGillivray has made him a much better player.
“Me and Craig get on really well, we are really good friends,” said Henderson.
“He has done outstanding when he has come in and he is an outstanding goalkeeper. I’m sure he’ll go on to do really good things.”
A confident and passionate character, Henderson was an instant hit with Town fans. And he fully appreciates their backing.
“I feel the support from the fans and feel like I have a good connection with them,” said Henderson.
“They’ve helped me and I’d like to think I have helped them with my performances.
“To come into an environment like this, you became a fan in a way. I’m a passionate lad and I wear my heart on my sleeve wherever I go. The Shrewsbury fans, I am not going to lie, have been absolutely outstanding with me – helping me to perform.”
On tomorrow’s game against Blackpool at home, Henderson added: “I think we are going to hit form. We’re going to go at them and give them a tough game.”
Henderson has shaved his hair off, raising between £1,500 and £2,000 for the Hope House charity. He is set to visit the children’s hospice in Oswestry next week.