[the all new rob]

There's a commonly available material with a high permeability (low reluctance) that is known as mu-metal. It's an alloy. I expect you can buy foil, it's used in magnetic shielding applications. I don't have a source.

I did poke around in some tables and came up with the following possibly relevant trivia:

A reasonable ballpark figure is that iron has about 4000-5000 times the permeability of copper. So you'd almost certainly be starving the field in the windings if you had a highly permeable (low-reluctance) path nearby for the field lines to travel.

added: I think it's generally a productive question to consider: "can a magnetic field in a pickup be shaped in a way that improves the pickup's characteristics?" I have my doubts about this particular approach to shaping is all. And consider my opinion a layman opinion.