electromagnetic radiation - Should a Faraday cage block a radio's signal?

Today, I tried creating a very basic Faraday cage by surrounding a radio with two baking trays made out of iron. It didn't seem to affect the radio's signal (AM was being used, not FM).

In theory, should what I used block the radio's signal?

I can't remember how thick the baking trays were. There was some gaps totalling a few square centimetres, because the two baking trays were not identical. I didn't attempt to "Ground" the baking trays.