CW,
On engines that use rocker studs, I have shimmed the studs MANY times.
But not for the reason you want to shim your studs.....
The lower the rocker sits on the stud, the less the bending/flexing force there is on the stud. A stud that flexes causes loss of valve lift & loss of area under the curve. Doing this, you need to make sure you have enough thread engagement in the head. If the fastener is into steel or cast iron, thread depth equal or greater than the thread diam is considered enough. You can also Loctite the studs.