I have a full size RX that came pretty much zeroed from the factory, but not sure distance. I haven't shot it off a rest but it has been on for me all the way out to 25 yards.
The advice I got re: the red dot, was just bring the pistol up in front of your dominant eye like you're acquiring the iron sights, over and over again, and let the red dot start to just "show up" there in your sight picture. For me I was able, fairly quickly, to start true two eye open shooting. Before, I always had to squint my off eye a little to focus on the front sight. With the red dot, I am starting to be able to leave both eyes fully open and the red dot is just.....there......on the target. It has been a revelation, but it just took a little repetition, and it just starts to happen.
I have the same experience as you seeing it dance all over. I use the red dot pistol now to do dry trigger work. Talk about a challenge....but I have noticeable improvement with the iron sighted compact I carry. I was out shooting steel targets last Sunday, working some target transitions at about 10-20 yards, and for a bit there it really felt "point and click" simple. I'm really excited about what seems to be possible with the red dot, and even just using the red dot to train.