It sounds like you have an opportunity to make improvements in the quality or inspection procedures practices. There should be guidelines for acceptance/rejection of components coming into the shot peen department and again after peening.
There is a special burden on the shot peening operator. If he/she properly peens to the required peening parameters and then if the part warps (often because of thin cross section) then who is at fault? The designer or the operator?
Is the operator expected to recognize if the part is warped prior to peening thus rejecting it? Are drawings complete with dimensions and accept/reject levels for both pre and post peening?
Perhaps some additional training for designers, inspectors and operators could help address this issue.
