When fitting replacement dovetail sights, measure the depth of the dovetail cut with a depth micrometer or dial caliper and compare that to the dovetail height. The two should be within .001" or less difference. If the sight's dovetail is taller than that, file evenly from the bottom of the sight's dovetail until it's within .001". That will narrow the dovetail width slightly.
If you have a XS dovetail measuring tool, you can compare the old sight width to the new one to get an idea of how much to remove. If you don't, you'll have to use the test fit and file method.
Using the correct dovetail file, file material evenly from the rear facing side of the dovetail. If you'll cut the rear face only, the corner created by the dovetail and sight body will help guide your file and keep it straight. Also on a Heinie sight, if you took the metal only from the front side of the dovetail and your machined sight cut in the slide was made in such a manner to be on the close side to the front or rear vertical step downs, you might make the sight hit those step downs when you try to install it.
Make sure you file evenly and do not work the face into a tapered dovetail. You can color it with a magic marker every few strokes so you can see where the metal's coming off. Take 6-8 strokes at a time then test fit and repeat until it will start into the dovetail. You want the sight to be tight in the dovetail, but not to the point that you deface the side of the sight by beating it into place. I'd rather err toward the side of needing a drop of locktite down the setscrew hole. Hope this helps.