I always sight in at a hundred yards at the highest power from a rest. When I'm confident of my zero, I fire from a mid setting and the lowest setting. Works for me.
Most of the newer scopes don't seem to have an issue with reticle drift at different magnifications. Nice to know if yours does or doesn't.
Good shooting form and consistency are more important than magnification. Most of the variables are the shooter and not the rifle or optics.