A lot of shim stock comes tightly wound in a roll, an it can be difficult to get the spring out if you don't have a way to decoil it. The thinner stuff can crease pretty easily while trying to get the memory out of it.
Which punch do you have? I have a Ternes like the one pictured, and it works well on .025" (22 gauge) plate aluminum. They are self-centering too, which is nice. They can be had pretty cheap these days.
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