I wouldn't. You are going to make your situation worse if you try to take off the surface of the drywall. You will likely cut into joint tape, and even worse the paper on the drywall leaving a powdery surface to deal with.
If you really really can't extend the jamb, only other option would be to cut the drywall completely away and patch a piece back in. Needs to be a one piece patch, as you will have the same situation if you have to tape joints around the openings.
This certaily doesn't warrant 'extension jambs' exactly, but I have used screen mould in a similar situation with good results. Usually about the right thickness and really looks like it belongs there when you are done.