This is a very common problem and complaint about the Jaguar/Jazzmaster. One solution is to replace the bridge with a Mustang bridge. Mike Livesley wrote up a great article for jag-stang.com on the issue.
Jaguar/Jazzmaster Bridge Mod
Also, Warmoth has even made a modified Mustang bridge that has adjustable saddle heights.
Warmoth Custom Mustang Bridge