As I said, it's a case of close but no cigar. I'm not sure that you need to shave he fork, which is why I suggested doing nothing until you try another headset.

If, and only if, another headset is also tight would I suspect the fork and shave it. It's equally likely that the headset is undersize or at the very lowest end of the tolerance range, and the correct remedy would be to ask for an exchange.

This is one of those cases of whether to raise the bridge or lower the water. Either would work, but one is more right than the other.

BTW- looking closely at the photos is appears that the headset was a very close no fit, since it appears to go most of the way before jamming. If so, you might be able to wear the thread in by repeatedly threading and removing it, trying to go a bit farther with each pass until it fits and threads freely. If you try this, use some decent oil on the threads, and flush everything clean every few passes. You'll need to use a bit of force to advance at the limits, but don't go so hard that it jams and you can't back it back off.