Many small motor shops have valve shims in the single thousandths, which would work for the depth but maybe not for the orientation depending on the shape you need (round, square, etc). If you think that might work, you might call a couple of places like S&S Powersports, Or you can buy stock shim material and cut your own if you know you need a boatload and they're going to be weird shapes, but doing so w/o bending it beyond usefulness is a trick I wouldn't be up to try :) I'm sure it's possible w/ the right plan, but I don't have one off the top of my head. You can buy shim packs with (usually) 20 shims per size, and a pack usually has 10 or 12 sizes from .001" to .030" or .050".
Here's a stock material selection:
http://www.accushim.com/productDetail.asp_Q_catID_E_80_A_subCatID_E_79_A_productID_E_73_A_6_x_50_Stainless_Steel_Shim_Stock_Rolls_E_6_x_50_Stainless_Steel_Shim_Stock_Rollshttp://www.drillspot.com/products/955270/precision_brand_products_inc_16130_001_x_6_x_100_roll_1008_1010_full_hard_steel_shim_stock?s=1Here're some of the packs of individual sizes to see if they meet your needs:
http://www.accushim.com/productDetail.asp_Q_catID_E_80_A_subCatID_E_75_A_productID_E_70Grainger almost always has them on hand or can get them next day, as well, for 2"x2" slotted shims.
Sean