Here's how I sight my stuff in.....

I start by "bore sighting" the scope. Since you can't truly bore sight a shotgun (that I know of) I just get my gun in a steady rest and line the dot up with where my bead is. I'm able to do this on my 870 because I have rail that allows me to see my bead normally.

I get a bunch of cheap birdshot and get maybe 10 yards...probably closer to 7 or so. I shoot a couple shots and make small adjustments. When I have my softball size hole hitting where I want I will back up to 15-20 yards and give it a couple more shots. If I like that I will back up to 30 yards and shoot a couple of my regular turkey loads.

The best way to get a red dot sighted in would be with the use of a lead sled or from a bench. Because the recoil from a shotgun is so different than a rifle you may find that you have more flinch when shooting freehand than you think you do.

Hope that helps.