There has been a lot of chatter recently about how to set up the Taig mill. Taig has been putting out a lot of really good videos recently that go through how to set up and adjust the mill. Take a look at:

jjjherzog's channel - YouTube

One thing to keep in mind is the accuracy of the measurements you are taking. I am very skeptical when I see folks quoting numbers in the ten thousands of an inch (0.0001") or micron range (about 1/25,000") as taking a reading to this level of accuracy is not trivial (any change in temperature and your reading will change.) Generally your measuring tool has to be able to read to 10x the resolution that you are trying to measure to before you can be really sure about the number you are reading.

A typical dial indicator that is graduate in 0.001" increments will have an accuracy of +- 0.001". A test indicator will often have graduations of 0.0005" and perhaps +- 0.0005" accuracy. Under 0.0005" and a piece of dust can affect your measurement. Also keep in mind that the bargain import measurement tools are often very inaccurate. Some are good, for example I have a 4" Grizzly caliper that I have had to 15 years and it has been a good tool. Many of these cheap imports are not good though.

The method of measurement and care you take will also have a huge affect on how accurate your measurements are. Take it slow and repeat the measurement several times to be sure. Sometimes I'll measure something a few different ways to make sure that the reading I'm getting is true.