You could replace the grubs screws with some shorter ones - though I'm not sure if you'll find the diameter that'll fit those saddles . I got some 3mm (diameter) ones in 6, 12 & 18mm length - they were tricky to find but it sorted out the screws sticking into my palm.
Alternatively, some guys (Alan Ratcliffe is one of them) will work around the saddle screws but tilting the neck slightly back so there is a higher action and then adjust the saddle screws to suit.
Filing them is a option - but it's a one way adjustment - before trying that I might just research how tricky it'll be to source replacement ones first.
