You should not ride in the small chainring and small cassette cog combination. Cross-chaining is less efficient due to extra friction. Cross chaining will also cause components to wear faster.
If the chain rubs the side of the big chainring when on the small chainring and next to smallest cog you can correct this by shifting the crankset slightly to the right with a 2 mm bottom bracket spacer. These work very well if your bottom bracket is the conventional type, not the out board type.