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You can double shim, and use longer cleat bolts.
Another option is to grind the tread down a bit. I've used a bench grinder to do the job, and it was very useful, and tidy.
I use Lake shoes, and find the fit exceptional, but I never cared for the MX tread design. First, it employs too much rubber that covers more surface area than necessary, and hence, the shoes weigh more than they should. Second, the cleat well is too deep as you noted.
I would like to see Lake take the opportunity to design a proper touring/gravel shoe that weighs less than two bricks, and also provides a walk-able sole.
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