the Mustang bridge from Warmoth is kinda problematic, in my opinion. The saddles are separated from each other by about a millimeter, whereas on a real Fender one, the saddles touch each other side-to-side, and support each other. The difference in tone is very noticeable. The adjustable one is mainly for use on Warmoth necks with compound fingerboard radiuses (radii?),while, if you have a stock Jaguar neck, the stock Mustang bridge is already set to the stock fingerboard radius, and gives better string-to-body coupling, for better tone.
As for the problem of strings popping out of their grooves, you can solve it by increasing string tension in one of (or a combination of) three ways. You can use heavier strings -My Jaguar likes Ernie Ball "Power Slinky" 11's- or you can get a "buzz-stop" for your tailpiece, or you can shim your neck, to slightly increase it's angle. More tension on the strings will hold them down better.