I have to roll my fenders due to my wheel and tire setup, but nobody around here has rolled fenders or has the tool to do it with. Would it just be better to shave the inside lip of the fenders off and take a DA and smooth it out?

 

shaving would be easier, but I don't think better. Try to roll first, not that hard. Rent the rolling tool for around $80 shipped. Search the forum, planty of threads about rolling

 

I shaved the rears.

It was easier and cheaper for me since I already had a small die-grinder/cut-off wheel. Took about 10 minutes to do each side.
Make sure you file down the sharp edges and apply some paint after.