I've never been much of a scope user, even on rifles, so I made a basic mistake when setting mine up. I didn't do first things first and get that scope set at the right eye relief for me. And I didn't check it in multiple shooting positions before really settling down to sighting in. I finally noticed myself having to scoot my face backward along the stock just to get a clear view through the scope. After I moved the scope forward, checked eye relief off-hand, sitting and kneeling, and then re-leveled the crosshairs, I was in business. No more problems.

Everything else is all technique. Cocking, loading and shooting form... Make all those as consistent as you can. Use a rest while sighting in. Then do like COP614 said. Start at 10 to make sure you hit the target, then move back to your other distances.