I always start with the scope adjustments centered. I always use windage adjustable rings to get it very close before touching the scopes adjustments.

Makes sense to me. I hadn't thought of sighting with the ring windages. But it sure makes sense to zero the scope if I do. I trust your experiences, but why sight with the ring windages first? I suppose just to be sure you are keeping the most available movement in the scope tube?

Another thing to try is one shot zero, not perfect but an ammo saver at least. For this to work your first shot must be on paper. Aim at the bullseye and squeese off a shot, then secure your rifle with sand bags or whatever you can use while keeping the crosshairs centered on the bullseye. Very carefully turn the scope adjustment screws until the crosshairs center your bullet hole. If done correctly you will be very close, but fire a few shots, just to be sure.