Here is the pic the question is in the title, go......lol
I would make sure they are as clean as they can be - especially removing the paint from them.
In my update post on my brake issues thread I detail the problems I was experiencing, partly due to having a residue on these shims:
It's come time for me to replace my front rotors as they are cracking badly. I started noticing a vibration above 80mph a few weeks ago but didn't think much of it. Turns out that my drilled & slotted rotors are cracking at every drilled hole. When I first noticed the cracks I was a bit...
gmtnation.com
If you can find shims to replace what's missing, clean them with acetone to get them 100% clean. Otherwise, get new.
Also, when installing the shims, they should "clip" in securely. You should not have to hold them in place. If you have to hold them in place, you'll need to adjust them so that they stay put - likely opening the gaps that go into the slots at the top and bottom of the bracket. This gap tends to get closed and increases the friction on the tabs of the pads - meaning, they don't slide in and out like they should.