Yeah, you can definitely run a locking nut without any shims. whether or not it'll be too LOW without the shims is a different story, and it's arguable that what seems like high strings at the nut is actually due to a different issue, but you won't hurt your guitar.
"IBANEZ RULES!!" - Ibanez Guitars - New and Used stocks official Ibanez shims, if you need 'em.