The nipple threads onto a spoke a lot further than you think, and even if the spoke sticks through the nipple inside the rim, you can just dremel the spoke flat with the nipple. It has been done alot over the years. I just had to grind mine off from being 3mm longer than I needed on a single wall build.
If you can tension the wheel without bottoming the nipple, your fine. I wouldn't try to re-thread them unless I knew the nipple had bottomed out.