Remove any plastic anchors that remain in the holes. An easy way to do this is by threading a screw into the anchor a couple of turns then pulling it out with a pair of pliers. If screwed in too far, the anchor will expand, making it difficult or impossible to remove.
Scrape away any debris or leftover caulking from the shower walls with a putty knife. Dampen a rag with acetone and clean the area thoroughly. Be careful not to scratch the shower wall surface when using the putty knife.
Use a grout color chart to determine a grout or caulking color similar to that in the shower walls. Since these holes are usually small, a non-sanded grout offers the best results.
Mix a small amount of grout in a bucket with a margin trowel to repair holes on ceramic tile or stone shower walls. The grout consistency should be similar to peanut butter.
Fill the nail holes with grout applied with a grout float or the putty knife. Gently wipe away any excess with a damp sponge. For vinyl or fiberglass walls, fill the holes with color-matched tub and tile caulk or silicone. Smooth the caulk into the holes with your finger and wipe away the excess with a damp rag. If using silicone, dampen a rag with acetone to remove any excess.