My experience was with Pagid brakes. I measured the material thickness and it appeared to be okay within spec. I think spec calls for 11 mm new. I examined my brakes carefully to see if I could find any interference. That's when I found the shims weren't centered. Otherwise, the pistons were fully retracted and the pad backing was snug against the machined slots in the caliper. My brakes barely fit over the rotor -- and the lip on the outer edge of the rotors were filed off!
Like I said before, pay careful attention to get rid of any crud in the caliper machined slots, and make sure the shims are centered. I don't think you don't gain any space by removing the shims. They only move the piston back by a hair... the pads are still fixed in the same location by the slots. I assume the piston can move back a bit more.
Maybe this is why MB uses the special paste (I analyzed it at work and found it to be simply copper-based neversieze) instead of the goop Bendix supplies. The paste takes up essentially no thickness.
95 E320 Cabriolet, 131K