I have a Sony shotgun Mike that I love; but it is only 20mm diameter, too small for the space in the ext mike holder on the XA30.

Buy some O rings and slip them around the mic.

I'm using an AT875 short shotgun with an XA20, and am satisfied with it for shotgun mic purposes. It has a 21 mm barrel and came with a pair of roughly 20x3.5 mm O-rings.

You can find O-rings in a variety of sizes at most auto parts stores. For example, Advance Auto Parts sells a 5-pack of 20x3 mm for under $2.

I've also wrapped turns of gaffer's tape around a mic barrel to make it fit.

Double check your mic exact diameter to be sure you get the right size O-rings for your application.

Thanks guys!