David I think that you have the right idea.
I slot each string hole with a Stew-Mac saw that is much like a jig saw blade on a handle. I slot and file until I can just insert the pin and it presses lightly into place. I also carve a bit of a ramp toward the saddle as well.
For each string that I complete I leave the string and pin in place so it's easier to match the same pin height for the next string.
You want a snug fit for each pin. Also, the pins are not always exactly uniform so using a tip from Mario I write a 1 - 6 on each pin so I can get the same pin in the hole that it was fitted for. This is of course written on the small end of the pin so it does not show once the pin is installed.
I can't remember is I have to slot the B and high E but if I do it's to a very minor degree and only because of the windings at the ball end.
It's also important to take care that the slot and ramp if you do a ramp is centered in the pin hole. This will impact the string spacing over the saddle.
It sounds to me like you are doing a great job of this.

