I guess it depends on the individual application. I'd estimate that 98% of the time I'm using CCI caps both #10 & #11 depending upon the gun. My Walker uses #11 CCI's on Treso nipples with no problem. I know that a bunch of folks swear by the Remmington caps but I just don't see 'em in the places where I buy caps.
I understand the reluctance to pay a $25 haz-mat fee believe me, especially for caps. I also would be less than thrilled to attempt to modify nipples simply because getting all six the same would present a problem. My suggestion about the emory cloth was to prevent somebody from filing the ends off of them which would result in junk nipples real quick.
One of the things that I'm curious about and maybe I missed it in my reading of the thread but the OP states that the caps are too close to the recoil shield. Are they actually rubbing on it making it difficult to turn the cylinder or are they just really close?? Also is the cap going off on first strike or are you having problems getting the gun to go off the first time the hammer hits the cap?? If they're close to the recoil shield and the gun does fire on first strike then I don't really see a problem. I've got an 1860 that I have to "wiggle" the little buggers on (Ted Cash capper) just right or they'll rub and/or mis-fire. It's simply a technique when it comes to capping that particlar gun, stock nipples by the way. Since I don't shoot competetively I don't change out nipples unless I have to either because of blow-back or egg shaped stock nipples.