I'd go bananas if a dealer changed shims that were in spec, however close to the limit they were. And there's no way on earth I'd pay him for it, so don't knock the dealer for doing exactly the right thing. Knowing one or two are close means you'll check them when you should, it was good of him to mention it. I was an automotive engineer, so this is not uninformed speculation or heresay.
The acceptable tolerance takes into account the time/mileage until the next check is due. If your valve clearances change significantly enough to cause problems within that time, you have far bigger problems that a simple shim swap would not cure.
Check at recommended intervals, earlier if you thrash the shit out of the bike even when cold, and only consider changing them if they are OUT of spec. Not close to being out, or right on the limit, but actually out of spec. Anything else simply fuels paranoia and paints a needlessly poor picture of the engine reliability, " yeah, changed mine at xxxxxx miles, ' cos they were nearly at the limit". "I've heard a few people say they changed theirs at...., so I think I'll do mine..." They may well have been fine for another 50,000 miles or more!
Sorry, rant over!