Shuttles don't come equipped with Geller Fields, no. In theory, the largest of shuttles (I'm thinking stuff like the Halo Barge and bigger) could have the space to be fitted with one, but that would massively cut down on their maximum payload capacity, be very expensive, and there's no guarantee they have sufficient power to run it and their other systems. So, basically, yeah, your best bet is to come close enough to either merge Geller Fields with your target, or extend your own around them before launching your boarding craft.
This means launching from mere tens or (at most) hundreds of kilometers away, as opposed to up to 50,000km away. Your shuttles are essentially going to be in range of any hostile point defence immediately from launch (and that's one of the most vulnerable points of their flight)
Now, everything already said on that subject holds true, but it assumes a target ship that is either co-operating or disabled, which wouldn't be that hard (or at least be a routine if hazardous task) in real space (it's basically first stage in docking maneuvers). In the Warp, however, there are all kinds of unforeseen turbulence, currents and perturbations that could make the task trickier.
If the target ship is not disabled/co-operating, and is actively trying to maneuver away, it becomes a test and display of your helmsman's finesse and skill, as he's now got to try and maintain a close formation on an unpredictably maneuvering and evading target at the sort of distance where you could almost hit the other ship by throwing a rock out the airlock.
I'd be less sanguine about trusting your auspex in the Warp. Yes, it does work, for a given value of "work", but the thing to remember about the Warp is it's not just a lack of reality (and full of daemons and similar), it's a roiling tempest of energies and irrealities, might-have-beens and never-were. Even when it's calm and clear out, the most you can really see before your auspex returns decohere into a morass of interference and impossible false positives is what would be considered practically knife-fighting range for ships (again, down to hundreds of kilometers- at most 1 or 2 VU (ie 20,000km)). But in terms of sensor returns you can trust with absolute certainty- your auspex range is limited to whatever is within your Geller Field.
For that matter, just finding the other ship is a damned impressive feat of Navigation. Following it, yes, that's doable (it is, after all what Tracks In The Stars was designed for), but actually finding and engaging it? Nowhere near as easy. In fact, I can only think of 3 occasions in fluff of engagements that happened in the Warp itself, as opposed to tracking someone and ambushing them in realspace. Of those, one was a pre-arranged rendezvous (which is impressive enough*); one was a cunning trap, wherein an ork ship held its position(!), probably for weeks, on the warp tides just out from the probable translation point an incoming Imperial convoy was going to use**; and one was an extended chase through both Warp and real space***. All of those are real bravura displays of voidsmanship.
That's not to say it couldn't happen, but it's hardly an every day occurrence.
*It's also the only occasion I know of with successful boarding and EVA in the Warp. In this case, the target was not merely co-operating, it had a far larger active Geller Field. And had both daemonic and probably eldar help keeping station.
** Unfortunately, it wasn't a trap any particular ship and crew could pull off more than once, as said ship was full of Weirdboyz (psykers), who worked together to create a nasty flare/shockwave to force the convoy back into real space early. That had the nasty side effect of attracting the attention of every daemon and warp creature for quite some "distance". They ate it.
*** The pursuing vessel in this case was the chaos ship Contagion. I think using daemons to find ships in the warp is probably cheating, considering, but it's still impressive. Admittedly, not quite as impressive as what Contagion's intended prey (HDMS Lord Solar Macharius) did to win: dropped the power to the Geller Field all the way to 40% to lure Contagion in to closer than point-blank range, before powering up and coming about to hit Contagion with a ridiculously close-range torpedo salvo.