Ok, I disassembled one of my Y axis screws as they are more accessible than the X axis.
It turns out that my bearing blocks look ok, except the bearings seem to be a pair of standard deep groove ball bearings (6001Z), rather than angular contact bearings. There were in fact spacers installed correctly on either side of the bearing block, perhaps they came pre-installed in the block, which is why I missed them previously.
I disassembled the whole block and i'm not sure if it needs shimming. The inner races of the bearings seem to contact each other, but only just, no pre-load.
It is my understanding that deep groove BB are not designed for axial loading. It seems to me that I should replace them if I can find a pair of angular contact bearings which would fit straight into these blocks??
What is the best way to remove these bearings? There is no access to the outer races on the side required to press them out. I guess the only way is to press on the exposed inner races and shields? But obviously this isn't ideal..
The lock nut set screw also tightens directly onto the thread, which causes slight damage to the thread, shouldn't be too much of an issue as long as I don't clamp it too many times.