I personally use the highest power on the scope. And like you, I start at very close ranges until I have a load that will shoot a hole basically. Then I just walk it back, 50, 75, 100, etc.
I sight the scope in for the distance I am most likely to encounter or need. Although I admit in my case I like to sight in at 75 yards, but seldom if ever have to shoot that far. I just found that the distance in POI was so slight, I figured it was an advantage SHOULD I ever have to make a longer shot.