Hi Songbird,
Both my larger lathes have shims in the cross slide gibs. Both shims are on the outside of the gib, and seem to work well. They both are cut from what looks like stainless shim stock and have a notch cut into the operator end to accommodate the adjusting nut that you use to tighten or loosen the gib. So with the notch cut in the shim, it moves to and fro with the gib. I don't see any reason why brass shim stock wouldn't work also - might be more easier to come by.
The big thing is how thick to make the shim.... mine are maybe between .010" to .020" thickness... Never measured. I could actually measure the one off my SB Fourteen if you need. It's disassembled at the moment, awaiting a new leadscrew.
Cheers
Glenn