Is there a way to shim a scope for windage/ left and right?

Shim between scope and ring(s). A soda/pop can and a scissor. Cut a small piece as a shim. Some use paper card stock -this will change over time/get wet. Good hardware stores have brass shim stock too, you'll be able to cut with scissors for the thickness you'll be using.

Burris makes rings with plastic inserts that shim the scope up or down. They're called signature rings, getting them adjusted for left tor right might be chore though.

Your are risking bending your tube shiming left or right do to the fact that the ring mounts don't flex that way. If you get the mounts with the plastic rings you can get away with it by placing the rings sideways and sanding one side of the rings depending on what direction you need to go.