I assume when you built the engine, you ensured that you had proper piston-to-valve clearance, which I assume would eliminate a valve hitting a piston. I'm not even really sure why anyone would say a loose rocker would make the valve hit the piston. If your rockers are very loose, it'll run like complete garbage, make almost no power, especially over 2000 rpm or so and you'll definately know something is wrong.
I do agree with Poopdog that if a valve was bent, you would not have good compression as the pressure would leak out of the bad valve's seat.
If you can turn your rocker nuts a more than a full turn past zero lash, I do believe you'll need to shim. I think you want to keep it to one full turn or less. I think each shim is equal to like 1/4 turn or so, but search for that info. You can get the shims at the auto parts store.
If you're getting a miss, try checking your timing, plugs, wires, cap, rotor, coil, etc again. That's the easiest way to start I'd say.
What is your timing set at?