Peter - The bad part about using a shim in this case is there are now four surfaces contacting each other instead of just two. Since this is a torque application instead of shear or linear, the full surface used of the shim is minumal.
Do you still have the shaft that was replaced by the Mac's unit? Put the new pitman arm on it and see if it is tight. Also, do you still have the original pitman arm? You can put it on the Mac's shaft and see if it is tight. By mixing and matching, you should be able to determine which part is out of tolerance.
Or.....you can measure the old parts against the new with a micrometer and vernier caliper and see what difference there is in dimensions. Something is out of tolerance, and when you determine which part; it can be returned or exchanged to the respective vendor.
Good luck in finding which part, and let us know which turned out to be out of tolerance.