Its a non-issue really, if you use a setscrew FSB with proper flats on the barrel. You will need a yellow or white Testor's paint stick (or maybe nail polish), and a white paint stick or grease pencil from home depot to fill and highlight your rear sight hashmarks. Here's how I do it:
First you must mark mechanical zero. All your wind zero "clicks" will be counted from here. The object is to center the rear sight and mark it boldly across the knob and sight base so there is no way you will ever be off a whole turn. You need more than just the hashmarks on the rear of the sight base, which are hard to see, which is why you also mark the wind knob. Whiten the rear sight hashmarks (with white paint crayon from home depot) and line it up as dead center as you can. Then make two heavy paint marks across the knob, down the side, and onto the sight base. When you align the big paint marks, then look at the hash marks, it will be obvious if you are off a whole turn, you can quickly center it, and you will never make the "shit I was off a whole turn" mistake. You can zero your wind quickly and put on what it needs without error. <place holder for pic>
If you have an adjustable FSB: Now we are going to set the front sight base for wind zero, and loctite it in place. I like to temporarily raise the sights high to magnify the wind error, and after I set the FSB, I will lower them back to where they need to be for my 200 yd zero. In this way I can get my no-wind zero very close to mechanical zero. So, I run the rear sight up at least 50 clicks (1/4 min) or 8 min or so, and elevate the front post as well, until you are hitting on or under the bull at 50. Get a rough zero there, then move to 200 yards for fine tuning .Adjust the little screws (a tiny bit at a time, and tighten up each adjustment) until you are in the middle as close as you can without touching the wind knob. I usually put wicking loctite (green 290 I think) on the screws and around the front ring (non-gas) of the FSB. Voila. Never had one come loose until I rebarreled it. Then they just need a little heat from a torch to loosen.
I think on every upper I set up like this, no-wind zero is within 3-4 clicks of mech zero. I'm anal that way. YMMV