The problems I've seen with shims is:
1-You have to trust that someone else made that thing the perfect thickness.
2- It's a sense of false security against damage (you can still damage your core

).
3- They move around VERY easily (you can easily have it ride up on top of the core unless you're VERY careful)
4- I have seen cpu's short out on shims when clamped too hard.
The risks of damage are equal or greater than using no shim at all.
A processor with a built in shim...now that might work

.