If the machine shop was to re-shim it they'd need the entire valve train. Cams, caps, HLAs, rockers. They are completely necessary. Without them as soon as you try to crank all the rockers will fall out of place. Shims also go on top of the valves inside the hole in the center of the retainer, not under them. They support the rockers, and, if properly installed, take up the slack between the contact surfaces of the cam lobes, rockers, and valves while the cam lobes are at zero lift. Normally each one will have slight variations, so most shims will all be somewhat different thicknesses. Can't remember what it's called, but there is a base shim (specific thickness) that you start with, then check each one with a feeler gauge. After that you would add/subtract and install the proper size shim on each one. There is only one shim per cylinder. The slotted ones are to keep the rocker centered, and in place. All of this info I just typed is good, but if you have HLAs, and not solid lifters, then you can just install them and go. The HLAs are self adjusting, and should take up the slack that might be there. Solid lifters have to be dead on though, as there's no play to them. It's always best practice to put everything back in the same order, but you should be ok here. So one shim and slotted puck per cyl then. You will need to source some more man.
Edit; also there is a how to with pics on cam install including re-shimming somewhere.