Had that problem with a couple of Alex Z-1000 rims, even with rim strips covering the valve stem hole. The burr nicked the sides of the Schrader valves and caused slow leaks.

If you don't have the right size file or moto-tool abrasive ball bit, you can burnish the burr hole with any metal object that fits. The end of a hex key/Allen wrench larger than the valve hole can work, if the tip of the hex key is beveled. It'll mash the burr flat enough to do the trick, and if it's thin enough the burr will come off, so be carefully to brush the rim with a stiff bristle brush (softer than the rim material, though).