I've had that problem before with a Jaguar, but I blamed it on the mix of suppliers. Some parts came from Allparts, and others came from Warmoth. I suppose it doesn't matter why, only that you have to deal with it.
I wouldn't (and didn't) use a Dremel to mate the parts up - it's much too aggressive a tool so the chances of making things worse is pretty high. You need to be patient and work with sandpaper/blocks/files. Also, you have to be careful where you take material off the pickguard. It's not just that the parts match each other, they have to align when installed, which can be tricky to figure out. But, forewarned is forearmed.
Another option is to dump the little metal plate(s) and get a one-piece pickguard. It has the advantage of being fast and cheap, and doesn't look bad unless you had your heart set on using the plates as cosmetic highlights. I have a Jazzmaster here that I'm going that route with.
