Yeah, with everything in and the HLA fully compressed, there needs to be some gap between the rocker and cam. But make double sure the HLA is fully compressed before making this determination and screwing with everything. The HLA will always work no matter what height, as long as it's not bottomed out. In a regular cam swap, it's normal to have it all really tight because the HLA's are still up and not compressed. You probably already know this, but during operation there is zero gap between cam and rocker.

Ahh, 2.7mm is probably the smallest from Nissan. Tomei will sell you thinner ones as well. Just grind them down to whatever you want.