If you can not find a piece of hardwood that you can carve a shim from than Franks idea of a popsicle would be the next place to go from there.
I'm not sure I understand where unconventional wood like options came in.
There are any number of places on ebay where you can by a bone saddle or a pack of ten bone saddles for very cheap. Like the cost of gas for a trip to hardware store cheap. Even from china it takes only a couple of days to recieve so I would recommend purchasing some saddles leaving the one you have untouched and sand to you hearts content until you achieve one that pleases you. Same for the nut.
Sawing the near nut is far more invasive then sanding a little off of a saddle. Here you could actually do some permanent damage so if you are having this much reservation sanding a saddle I suggest leaving the nut until you are more comfortable making adjustments. After you modify the saddle you may be happy with the results not needing to work on the nut at all.
I believe shaping a saddle is far easier than you may think, and lowering it is even more so.