I wouldn't go any thinner on oil if it were my engine, and oil pressure doesn't always show up as an issue if there is bad bearing wear. I've seen more than one engine that had good pressure, even with a couple of wiped out bearings.
This is all just my opinion, so take it for what it's worth. That's definitely on the low side on the mains, but if you don't have a heavy foot, or it's just a mild street cruiser, and the journals are true and not tapered, you'll likely be ok. What you can do is cut your filter open and see if there are any signs of metal or bearing material in it. I'd do that before I tore it completely down for a re-do, IF it was a street cruiser. And I'd do that now instead of waiting for the first scheduled oil change. If there are any signs of foreign particles in the filter, then I wouldn't waste any time in doing the tear down, before real damage occurs. Once you have a few oil changes and filter checks under your belt, you'll get a real feel for how the engine is doing internally, and that could/will give you some piece of mind, provided they look ok.
Now if you have a heavy foot, or like to play around a lot, I wouldn't be comfortable with .0015. If you do like to play and run it hard, and the clearances are true to what the machine shop says, a simple change to .001 under bearings would take care of the issue quickly, provided you can get them.
BUT, the real issue is, in my opinion, you're strictly going by what the machine shop is telling you. They said they are at .0015, but it's very tough to hit that measurement exactly, on every bearing. Even good shops can vary by 2-3 tenths of a thousandths. Mediocre shops can vary much more than that. So when they say .0015, I have to question if that is the "average" that they were shooting for, with a variance of up to .0005, which is NOT uncommon in mediocre shops. That's why a good shop should give you a sheet with the specific clearance measurements for each journal, main and rods. I've seen some shops, and personally experienced it, where the clearances varied by as much as .0015, and in my opinion, those people have no business doing engine work.