i think if the left side is .125 too low or too close compared to the other side that you dont have to shim. The strut/support/gantry that sits on these rails will technically be move or shifted left or right but that wont matter if it is level as all it means is that 0" and 25" are .125 shifted over is all.
If this is a bearing the is in a verticle support method like the one that the gantry rides on and it bears the wieght... Well if the left is a little higher than the right side YES you need to shim to level it. its all about level. Whether or not you shifted forward/back/left/right only shifts where you can place your router. shifted up down will make it cut improperly when the gantry moves to the end that is higher. This could be fixed by leveling your table to the gantry as mine has adjustments for that but starting level as possible is the goal.
make sure your Z car is aligned verticle too and that the bearings are all set the same.
Last thought. The little piece of miss drilled angle is much cheaper to thow away and start over than is the messed up Teak or Mohogany or HDPE or AL you might router badly due to misalignment.. sooooo I might suggest scrapping that piece.
David Sosylva's plans actually make several oval holes for bearing mounts so that the slack and leveling can be somewhat adjusted out.