Start with stock material 3" wide and 1/4" thick, hot rolled steel (I am asumimg steel shims not aluminum or stainless).
Make a long fixture so the stock can be calmped along the edges with strips bolted down every 3" or so. The fixture needs to be about 5" x 1" and the clamping strips about 1" x 1/2". Also the clamping strips need to be relieved on the underside so they have a ridge about 0.05" wide which makes contact with the stock about 0.01" in from the edge.
Bolt the fixture flat on the machine table and make sure the top surface is true to the table surface.
Take a facing cut off all your strips down to a thickness of about 0.22" to get a smooth surface.
The way I phrased it above I am implying that the side clamps are used for this operation. I screwed up here: For this operation it will be necessary to use toe clamps so the full width of the stock can be faced.
This facing operation is just to remove the mill scale surface off the hot rolled steel. Cold rolled steel could be used making this facing unnecessary but after the taper machining it is likely the cold rolled would curl badly.
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Now remount the fixture on a slope to match the taper of the shim.
Machine all the strips to the final taper.
Remount the fixture flat on the table.
Make a wider clamping strip that can 'reach over' the strip and clamp just short of the side the clamping bolts are on.
Machine the sides off the strips to get your final width.