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Something like this? http://www.ebay.co.uk/itm/Bicycle-Wheel-Hub-Axle-Spacers-3mm-or-5mm-Black-or-Silver-Pair-or-Pack-of-Ten-/281148609744?_trksid=p2141725.m3641.l6368 or http://www.ebay.co.uk/itm/Top-Quality-Aluminium-Alloy-10mm-Axle-Spacer-Kit-Convert-Track-Hub-FIXIE-/221864254073?_trksid=p2141725.m3641.l6368
Does Shimano MTB cassette work on road freehub?
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Something like this?
Nothing like that. Look at the exploded view of the FH-5800. The axle doesn't pass through the lock nuts like it used to on old fashioned hubs.
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Does Shimano MTB cassette work on road freehub?
All current Shimano MTB cassettes (including CS-M8000/9000 11-speed) go on a standard 8/9/10-speed HG freehub, you'll need to use the 1.85mm spacer to fit them on an 11-speed road freehub. In general, one might also have dérailleur cage interference with the spokes if one were to use an 11-speed MTB cassette on a road wheel, although in your case moving the hub to the right and reducing the dish should solve that.
Just 5mm on the left, no need for extra space on the right, but the axle isn't long enough to provide proper support, and 5800 has a modern axle so it doesn't lend itself to being moved sideways or being swapped out for something longer.