Took my Sure Grip apart, should I be concerned?

The inner surface of the cone in pic #3 looks bad. Metal was tearing at one time. The side gears can be smoothed over with a new flat grinding stone. Your goal is to remove the 'mountain tops', not to make the entire surface completely flat. These surfaces act as a bearing when you go around corners, hence the need of the additive.

The inner cone surface could be cleaned up on a lathe if it is soft enough. But, it is difficult to hold without a special fixture/faceplate. A smaller piece of stone can be worked in the cone to smooth off the high spots. This may be good enough. Clean/solvent wash the parts and wipe with a white paper towel to remove ALL grinding dust/residue. Lube with black moly grease on the wear surfaces.

I'd do the clay test as you mentioned. Don't know of any spec, but .030'' to .060'' sounds ok. Others might know.

Our local dollar store had some 2 x 4 x 3/4'' double sided ones, recently. Cheap.