Yeah,it's worth shaving the ridge off. I used a sharp knife, then sanded it down a bit. A dremel tool would work fine, also.
Also....use cheap hair spray to glue the grips on. It doesn't stick quite as well as 'grip glue', but in normal use the grips stay on fine, and are easier to remove if you have to.
I bought can of some kind of hair spray at the dollar store for guess.....yes...a dollar!
Just clean off the tube or bar, spray it down well, and slide the grip on....