Hi postman, I think you just need to follow the standard build process and put it together and measure the end float then either fit the correct shims, or get a single thick shim made up.
It's a bugger to have to fit the new roller bearing then remove it without damaging it, a way around that is to test build by fitting an old bearing with the i.d. Ground out so it's a loose fit, emery cloth and a lathe can do the grinding out as you only need to take off a thou, and calculate the correct shim thickness using the old bearing. That way you should only have to the fitting of the new bearing once, your old bearing if modified cannot be used for this obviously.
Others will chime in I'm sure but I think it's not uncommon to have to use a shim of 040, from what you've said yours may come in under this, which would mean your crank is not unusually worn in the bearing area.....I think....