Shims a source of problems? Nah ... mine just dug trenches in my processor and fried it. Otherwise my system was fine except for the fact that it wouldn't boot up ...
edit: I am using that clamp and it provides good pressure/contact on the die if tightened correctly. I found that I needed to wrap the bottom of the bolts a couple times around with duct tape to space them from the board and prevent misplacement.