Re: new 300 wsm brass has shoulder dents
First, if the dents existed before you F/L sized the brass then it was not caused by too much case lube.
Second, they will push out when fired and you shouldn't have any problems. But, if it were me, I'd contact Winchester and have them "make it right". I'm at a point in my life where I'm refusing to accept crap from companies anymore.
Finally, I use Winchester brass in my 300 WSM and 325 WSM and have not found them to be inconsistent. However, I do a lot of brass prep so I'm hoping that accounts for it.