I do it very similar to what Art does with some slight differences. I look through the bore at 50 yards and align my scope so the crosshairs are aligned at the same spot as the center of the bore. Fire 1 shot. I'm usually within a couple of inches. Then I adjust my scope the number of clicks I calculate I need. I fire shot #2 at 100 yards and am again almost always within 2" of zero. I re-adjust the scope again. I will also shoot at 200 and farther and fine tune if needed.
I don't think I've ever needed more than 3 shots to be right where I want to be at 100 yards with a bolt gun and no more than 4 with anything that I can't see through the bore with. I've never used any of the bore sight tools, but have had the guys at the gunstore offer it to me for free when buying a scope. I always check using my method and I'm always closer.
I don't waste ammo shooting groups until I'm zeroed.
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