you have a few options:
1. Send back these rims and hope for a full refund - they may count that scrape as damage though. then buy the right offset.
2. Grind back that calliper a bit - you will need around 1/8" clearance to be safe, so that's a fair bit of grinding - if you go too far, you are up for next callipers as well as new rims
3. Buy a set of spacers to get the rims away from those callipers - you need hubcentric ones, and probably only 1" spacers is all you need, which means you may have to grind down the wheel lugs (not recommended).
I'd be going for option 1 personally, but option 2 should be doable as well, just not as foolproff as option 1. Option 3 may give you more drams than you already have.