This time I used a parallel to cover the slots. I'm attaching pics of the .0001" indicator at three spots along the front to rear axis. I didn't use any shims. I torqued the column bolts (4 bolts arranged in a rectangle pattern) evenly to 60 ft-lbs (couldn't find a torque spec for the bolts from Grizzly so I found other sources for them).Dial a 1-2-3 block in true with your X axis, then check it along Y. No need to make any cuts - eliminate that variable from your testing to get started. It may actually be easier to tram your vise in, then check with a 1-2-3 block, but that does add the vise into the equation.
Additionally (and backing up a smidge) When you finish tramming did you run a single indicator across your range of motion? (Actually 6" should do). One downside to the SST kind of tool is that it's easy to get confused and have one indicator reading +0.002" and the other reading -0.002", which can look great, but really indicates a 0.004 offset. Sweeping a single indicator as a final sanity check eliminates this possibility.
GsT
I did not use a 1-2-3 block.
Non-moving axes were locked down. Quill was locked down.
I ran the gauge on the left to right axis and I'm getting less the .0005" variation from side to side.