I brought a tuneomatic bridge, one problem, when i do vibrato the strings come out of the little grooves on the saddle, they're not very deep, how can I combat this? I use 11's and the bridge I ordered online. It's for a les paul cheap copy.

Sounds like you have a weak break-angle leading from the saddles to the tailpiece.

Are you able to lower the tailpiece? Do you wrap the strings over the top of the tailpiece?

If your strings aren't wrapped over the top and the tailpiece is as low as it can go, you can file a shallow groove in each saddle for the strings. A set of files that match your string gauges would be best - or have it done by a repair shop.