You need to remove shims. Look at what the lens does when you focus closer, it becomes longer. Thus the optical elements are further away from the film plane the closer you focus. If the focus is too close you're extended too far from the plane.
I'd make sure of a couple of things first, though:
- Make sure my camera has the correct flange distance
- Make sure the RF agrees on infinity
But as others have said Sonnar lenses have focus shift. It is however so mild on film (I am assuming you're using film) that it won't be noticeable. On digital it's probably the best idea to collimate the lens for good focus at f/2.8 when it has stabilized.
Okay with all that said I usually collimate my sonnar lenses so that they "touch" infinity by f/1.5 and hit by f/2.0. This means (again on film) that the focus lands where the RF says it will for all apertures, except wide open where you will have to nudge it a tiny bit up close. But even if I forget to do so, I don't usually notice it. Film is much more forgiving and these lenses were made for film, something that often gets omitted in the great focus-shift debate.
Also if you can manufacture shims I'd put the existing shim away and just make a new slimmer one. Perhaps use a digital camera to sanity check infinity focus against a known good lens. That way you can always fall-back to your old shim if something goes south.
Also of course you can only adjust infinity the infinity position, all the other focal distances are falling where they will since you can not adjust the "gain" of the lens, so if your lens doesn't have the appropriate focal length due to someone messing with it or sample variations you will likely only get it to agree with the RF at one distance and it will slowly drift apart elsewhere.