Yes, this is quite common. File them down on the sides trying not to file the axle space any deeper as this may cause a slightly slanted mount between the two axles. File very carefully a tiny amount at a time, be patient so you don't end up filing away too much. File a little and then check the fitment, then file a little more and check again, keep doing this until a tight fit is got which drops right in to the space fully, you do not want any space for the Magic Pie to have movement in the axle space. It is advised to fit a torque arm as well.
A steel frame is very strong so you don't have to worry about filing a little.