Caliper Shimming

The calipers I freshly installed on my 220D with new rotors and pads are not alighned perfectly. Both calipers drag the inside pad on the rotor, while keeping a slight space between the outside pad and rotor. Is it customary to place a thin piece of metal between the caliper and its mounting point to correct dragging issues like this? Where would I find a shim set? Or do I need to make them myself?

Any advice or feedback welcome.

Cassidy