When I used steel, I use Incra aluminum now, I drilled the holes in the steel, tapped them and then as you stated shimmed them up just above the table.
Then put the double back tape on them and set the table saw fence so it was just at the correct place for the sled. Then holding the sled against the fence lowered it down on to the bars and pressed it down.
With a smaller drill bit I drilled though the tapped holes and the sled on all the holes. I then turned the sled over and enlarged the holes and counter sunk them and put the screws in.
When I made the sled with the aluminum ones I did it the same way only I used a transfer punch that would just fit in the pre-drilled and tapped holes to mark the sled. Then with a brad point bit I drilled the sled holes and counter sunk them.