If the fit is to loose you’ll need to do something with it. If the set was picked up used, don’t discount the idea that someone could’ve reamed or drilled the hosels. If you don’t need a shim, I really like the quick center that golfworks offers.
as far as your prep work goes, are you using acetone at all? I’ll only use acetone when I’ve got a new head and I’m getting the oil out of the inside of the hosel. That’s the first thing I’ll do. Then I’ll prep the hosel with a sanding mandrel. I never use the acetone after the sanding. My theory is their could be residue left behind from the acetone which could inhibit a proper bond with the epoxy.