I'm just gonna go out on a limb here. Clearly, the rim does not fit the car, else wise there wouldn't be a interference between the caliper, and the inside of the wheel. Grinding on a caliper to get rolling clearance will more than likely not be enough when it comes to hard cornering, or braking, and you'll probably have to grind them even more.
Grinding on a caliper = Bad idea.
Finding a smaller caliper that allows more clearance equates to decreasing the force of the clamp that grabs the rotor in a stop.
Decreasing the size of a caliper beyond its intended stock application = Bad idea.
For the sake of your safety, get some wheels that fit.