I wouldn't recommend filing on dropouts or rear wheel axles because those are two things you do NOT want to mess up (rear wheel and frame being your two most expensive bike parts). And you can't undo a bad filing job.

ANOTHER way to do a sketchy job of it (that Sheldon did on his old Bianchi, if I remember correctly):
With a QR rear hub, cut off the axle part that the dropouts rest on. Use an old Steel QR. With just the QR going through the dropouts, you get about 1/2" of play to use for tensioning.