I'm sure you'll get several different opinions on this. As an old friend of mine had a saying, "There are 2 schools of thought on this and I haven't been to either one." I've tried putting several kinds of shims under saddles in the past. I've discovered toothpicks, bubble gum wrappers, playing cards, and other things stuffed under the saddles. Lately, I've been using a shim made of the same material as the saddle, attached to it with CA glue. Thinning the shim to an acceptable height is the key. This seems to work better for me than just laying a piece of wood in the slot under the saddle. I feel using the same material lessens the chance of changing the tone.
Those tend to have low bridges and shallow saddle slots, so I agree that gluing the shim to the bottom of the saddle is the way to go. Otherwise the saddle will be prone to leaning forward. Flatten the saddle bottom by rubbing on a piece of sandpaper and glue on a piece of rosewood or ebony veneer w/ medium thick cyano.
I use Corian for most of my saddles and nuts...After 40 years of rock and/or roll I really can't hear a big enough difference to bone....Works well, polishes good,. and you can get free matereal for the asking....I make a pile of skinny shims when I put a new blade on my bandsaw...Eyeball a bunch of skinny cuts and you have a bunch of different thicknessed shims that are hard and workable...
It's probably simpler to make a new saddle out of bone. Bone blanks are cheap, or you can use micarta blanks if you like, they aren't expensive either.
If you have a shallow saddle slot, that is what I would do.
I like to use the plastic packaging material that tools, toys and electronic gadgets come in. I keep a pile of the various thicknesses that I find and cut the shims with a paper cutter for accuracy of width. you can stack them to the desired height and glue them together and to the saddle if you like. Leaving them loose however offers the opportunity to fine tune later if you choose.
I look at it as a way of getting some good out of this packaging material that is frustrating to open, not to mention downright dangerous. I'm alway cutting myself on it or the knife I'm using to hack my way into the package.