I started trying to do that, but realized I was going to leave unsilked metal wrap exposed. I stopped cutting (yay!) and nail polished the remaining silk. For now I have ran nuts from 3/16" (I think) screws down the strings for spacers. Not pretty, but you have to be up close to see it.
Long term I'll get another bridge (or *possibly* a mod bar if I can get a black one). It's the basic Epi IV; I have no problems drilling it. If the Bad bridge came in black, I'd have installed it months ago.
I never really noticed, but this bridge is slightly off toward the E side as well. Is this common with Epis?