I don't like this six saddle bridge either. You know what I like? A Mustang bridge. Rock solid, pre-radiused, there are only two screws for the height and then just the intonation.
Not like this finicky little Telecaster bridge. I think I'll see if they'll drill me the holes as low as possible on a new bridge. If that doesn't do it, then I'll shim... honestly, I have it set up perfectly right now, so I'm not sure if I really want to shim if there is another thing that'll work. Even if it'll cost me a lot more- because I just don't like this bridge at all.
This is the bridge I'm thinking about, by the way- I imagine you all know it, but maybe you can tell me if there's a better alternative out there. I don't know much about this style of bridge: