I've run shims down in the 2.4-2.5mm range before and never had a problem at 9k+ rpms.

Compress the HLAs fully, throw in the stock guides and shims, bolt in cams, then make sure there's some clearance between rocker and cam. Once you've determined that there is clearance (and that the head place didn't screw it up), remove the cams/lifters/rockers and start grinding your shims to be even with the guides. Do a search on Freshalloy for instructions to make a tip height gauge.