I would do one at a time and make sure the half rings are seated properly. Uninstall and reinstall the shim and check again.
The 4V closer shims are a bit finicky about seating the half rings, sometimes they'll trap 'em.
I've found that if I push the closer rocker down just enough to take the load off the shim, and the valve is backed up against the piston, probing at the half rings will push them down into position.
Just to make sure I'm understanding correctly....
You changed shims, and measured .003 on closers, they didn't drag, then went back later and they're dragging?
Or you checked clearance, measured the shim, installed a 'new' shim to change the clearance, and then it's dragging?