Fractional jet crew reported a terrain warning while on a visual approach in visual daylight conditions in mountainous terrain. The crew continued the approach with the shallow VNAV non-adjusted aircraft derived glidepath angle to a landing.

Narrative

It was my first trip into Aspen; working for Company. The weather was CAVOK (Ceiling And Visibility OK). I had loaded the RNAV-F. The two remaining approaches in the FMC database were the localizer to 15 and another RNAV approach; which we did not have a plate for. The PM notice the RNAV-F did not have a runway associated with it. It was decided that a RNWY EXT would be used in lieu of the localizer approach because it would provide vertical guidance using VNAV. Due to time pressure; being vector for the approach; the PM neglected to change the glide slope angle from 3° to 3.5°. Though The high on the generated VNAV path; a soft terrain warning was followed by a hard terrain warning. In good VMC conditions; the descent rate was shallow; and the terrain was visually cleared. The approach was continued to a landing.The GPWS provided appropriate terrain warnings. Terrain avoidance was done visually.During the course of the flight; I inquired as to what approach we may get into Aspen. It was my understanding that Company had a tailored approach to runway 15. The database only had two approaches that the crew had plates for. The database was checked to be current prior to the 1st flight of the day. The crew was late doing the approach checklist due to a late start getting landing data. The descent rate was shallowed; but not enough to prevent the terrain warning. The approach was continued with the terrain insight to a landing.It goes without saying; I should've gone around.