Re: Saddle screws on a strat OR fixed bridge. Can feel them when palm muting, grrr!
Fender had (has?) 2 different size saddle height screws. You could try checking which you have and buy the shorter ones. Other people (including me) have used a Dremel to grind off the extra height.
Part of your problem may be your setup style. The basic idea is to raise/lower the saddle height screws so that the radius at the bridge matches the radius of your neck. The action (bridge height) is then set primarily using the six bridge plate mounting screws or two posts (depending on which type of bridge you have), with a little final tweaking using the saddle screws. Do some reading on basic setup for more details.