Unless you really got the shim hot while grinding it thinner, I wouldn't expect grinding it down would cause it to lose any of the temper. An exhaust shim could be at several hundred degrees at some point and you would have to be grinding it really hard and fast to get it to that temp.
John Justus alfa Romeo Enthusiast -- to be removed from alfa, see http://www.digest.net/bin/digest-subs.cgi or email "unsubscribe alfa" to [email protected]

