Go to this site and scroll down to the fourth photo for one pretty simple way to shim for azimuth:http://www.simplyblack.net/WVC/Technical_F_wally.htm
The tape makes azimuth adjustment quite simple. Just alter the tension on the mounting screws. I used this method on my OL Silver.
Of course any shim will alter the coupling between cartridge and headshell. Whether the sonic improvement from optimizing azimuth will outweigh any possible negatives would vary from cartridge to cartridge, and probably from rig to rig, system to system and even listener to listener.
Like 4yanx, we spoiled ourselves by moving up to perhaps the most adjustable arm in existence. It would be hard to go backwards, but workarounds like Wally's are often effective.